+160.0%
GS vs ROST
+118.3%
+41.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.9% | +1.5% |
| 7D | -0.1% | -1.8% | +1.7% | +0.6% |
| 30D | +3.7% | +6.8% | -3.2% | +1.4% |
| 3M | -10.0% | -4.0% | -6.0% | -8.8% |
| 6M | -1.0% | +12.9% | -13.9% | -5.8% |
| YTD | +7.0% | +34.7% | -27.8% | -4.6% |
| 1Y | +16.6% | +49.5% | -32.9% | +0.1% |
| 3Y | +204.4% | +101.5% | +102.9% | +130.3% |
| 5Y | +160.0% | +120.7% | +39.3% | +85.6% |
| All | +160.0% | +118.3% | +41.8% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling