+1,710.5%
GS vs ROST
+10,087.2%
-8,376.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.3% | -2.1% | -4.8% |
| 7D | -6.3% | +1.3% | -7.6% | -6.7% |
| 30D | -3.1% | +4.9% | -8.1% | -4.9% |
| 3M | -17.7% | -6.9% | -10.7% | -15.6% |
| 6M | -4.6% | +3.8% | -8.4% | -6.6% |
| YTD | +0.3% | +31.4% | -31.1% | -10.1% |
| 1Y | +11.7% | +46.2% | -34.5% | -3.8% |
| 3Y | +183.6% | +99.8% | +83.8% | +114.7% |
| 5Y | +141.0% | +107.6% | +33.3% | +74.5% |
| 10Y | +507.4% | +322.2% | +185.2% | +228.6% |
| All | +1,710.5% | +10,087.2% | -8,376.7% | +312.3% |
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