+316.4%
ROST vs GD
+180.8%
+135.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | 0.0% |
| 7D | +3.2% | -1.9% | +5.1% | +4.2% |
| 30D | +7.4% | +10.9% | -3.5% | +1.1% |
| 3M | -6.1% | -6.8% | +0.7% | -2.4% |
| 6M | +6.2% | +7.0% | -0.8% | +1.3% |
| YTD | +33.4% | +11.1% | +22.3% | +23.3% |
| 1Y | +48.8% | +7.0% | +41.8% | +40.5% |
| 3Y | +99.5% | +59.9% | +39.6% | +41.7% |
| 5Y | +112.7% | +102.5% | +10.2% | +25.3% |
| 10Y | +316.4% | +174.0% | +142.4% | +99.5% |
| All | +316.4% | +180.8% | +135.6% | +99.5% |
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