+116.9%
ROST vs GAP
+3.6%
+113.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | +0.9% | -5.2% | +6.0% | +2.1% |
| 30D | +5.1% | -6.9% | +12.0% | +6.9% |
| 3M | -4.3% | +5.7% | -10.0% | -5.9% |
| 6M | +9.4% | +0.9% | +8.5% | +7.8% |
| YTD | +32.5% | -14.5% | +47.0% | +34.7% |
| 1Y | +46.9% | -12.1% | +59.0% | +48.2% |
| 3Y | +98.1% | +72.2% | +26.0% | +53.3% |
| 5Y | +116.9% | +4.5% | +112.4% | +66.5% |
| All | +116.9% | +3.6% | +113.4% | +66.5% |
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