+230.7%
GM vs ROST
+1,538.3%
-1,307.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.5% |
| 7D | -1.1% | -2.2% | +1.1% | 0.0% |
| 30D | -4.6% | -11.4% | +6.9% | +1.3% |
| 3M | +0.2% | -1.6% | +1.8% | +0.7% |
| 6M | +12.6% | +6.8% | +5.8% | +8.2% |
| YTD | +3.7% | +25.8% | -22.1% | -8.6% |
| 1Y | +45.6% | +52.4% | -6.8% | +15.9% |
| 3Y | +162.0% | +94.4% | +67.6% | +79.9% |
| 5Y | +80.5% | +108.2% | -27.7% | +15.3% |
| 10Y | +231.3% | +308.5% | -77.2% | +48.4% |
| All | +230.7% | +1,538.3% | -1,307.6% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling