+301.5%
ROST vs GAP
+1.5%
+300.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.1% |
| 7D | +0.3% | -1.9% | +2.2% | +0.8% |
| 30D | +0.5% | -7.1% | +7.5% | +2.6% |
| 3M | -5.2% | +4.1% | -9.3% | -6.9% |
| 6M | +9.8% | +1.9% | +7.9% | +7.4% |
| YTD | +29.4% | -15.2% | +44.6% | +32.3% |
| 1Y | +44.4% | -10.6% | +55.0% | +45.1% |
| 3Y | +95.0% | +74.6% | +20.4% | +42.0% |
| 5Y | +111.9% | +3.7% | +108.2% | +69.8% |
| All | +301.5% | +1.5% | +300.0% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling