+70,808.4%
ROST vs GAP
+2,258.2%
+68,550.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +0.9% | -4.5% | +5.4% | +2.3% |
| 30D | -8.9% | +9.0% | -17.9% | -11.8% |
| 3M | -0.8% | +5.0% | -5.8% | -3.0% |
| 6M | +8.5% | -17.8% | +26.3% | +12.9% |
| YTD | +28.6% | -10.4% | +39.0% | +29.7% |
| 1Y | +52.3% | -3.4% | +55.7% | +49.1% |
| 3Y | +94.8% | +111.5% | -16.6% | +33.0% |
| 5Y | +110.8% | +8.8% | +101.9% | +65.9% |
| 10Y | +304.5% | +32.9% | +271.6% | +153.6% |
| All | +70,808.4% | +2,258.2% | +68,550.2% | +12,198.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling