+185.8%
GS vs ROST
+95.7%
+90.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -3.2% | +1.2% | -4.4% | -3.4% |
| 30D | -2.4% | +2.5% | -4.9% | -3.1% |
| 3M | -15.7% | -9.0% | -6.8% | -13.5% |
| 6M | -6.8% | +1.3% | -8.1% | -7.7% |
| YTD | -0.1% | +29.1% | -29.1% | -8.7% |
| 1Y | +12.1% | +45.4% | -33.3% | -1.5% |
| 3Y | +185.8% | +94.9% | +90.9% | +128.5% |
| All | +185.8% | +95.7% | +90.1% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling