+103.1%
ROST vs FGI
+5.7%
+97.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.9% | +1.0% |
| 7D | -1.8% | +6.9% | -8.7% | -1.8% |
| 30D | +6.8% | +3.9% | +2.9% | +6.8% |
| 3M | -4.0% | +74.3% | -78.3% | -3.8% |
| 6M | +12.9% | +28.9% | -16.1% | +13.1% |
| YTD | +34.7% | +39.1% | -4.4% | +34.9% |
| 1Y | +49.5% | +49.3% | +0.2% | +49.8% |
| All | +103.1% | +5.7% | +97.3% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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