+111.1%
ROST vs GAP
+3.0%
+108.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.6% |
| 7D | -2.5% | -6.3% | +3.8% | -1.0% |
| 30D | -10.3% | -0.2% | -10.0% | -10.5% |
| 3M | -2.6% | 0.0% | -2.6% | -3.1% |
| 6M | +6.5% | -8.1% | +14.6% | +7.3% |
| YTD | +25.9% | -16.5% | +42.4% | +28.9% |
| 1Y | +52.3% | -10.5% | +62.8% | +52.6% |
| 3Y | +94.6% | +104.0% | -9.4% | +41.5% |
| 5Y | +111.1% | +6.8% | +104.3% | +64.3% |
| All | +111.1% | +3.0% | +108.1% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling