+306.9%
ROST vs GD
+190.6%
+116.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.4% |
| 7D | +1.2% | -5.0% | +6.2% | +4.1% |
| 30D | +2.5% | +8.9% | -6.5% | -2.6% |
| 3M | -9.0% | -8.0% | -0.9% | -4.7% |
| 6M | +1.3% | +2.9% | -1.6% | -1.1% |
| YTD | +29.1% | +7.1% | +22.0% | +21.8% |
| 1Y | +45.4% | +5.9% | +39.5% | +38.0% |
| 3Y | +94.9% | +53.9% | +41.0% | +41.9% |
| 5Y | +104.0% | +95.4% | +8.6% | +23.2% |
| All | +306.9% | +190.6% | +116.4% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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