+311.1%
ROST vs GD
+165.4%
+145.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.0% |
| 7D | +0.9% | +1.9% | -1.0% | -0.2% |
| 30D | +5.1% | +9.2% | -4.1% | -0.2% |
| 3M | -4.3% | -7.5% | +3.2% | -0.1% |
| 6M | +9.4% | +5.8% | +3.7% | +5.0% |
| YTD | +32.5% | +9.8% | +22.7% | +23.2% |
| 1Y | +46.9% | +5.8% | +41.1% | +39.7% |
| 3Y | +98.1% | +58.0% | +40.1% | +41.7% |
| 5Y | +116.9% | +100.4% | +16.5% | +28.5% |
| All | +311.1% | +165.4% | +145.7% | +98.8% |
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