+317.8%
ROST vs GD
+174.7%
+143.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -1.8% | +0.6% | -2.5% | -2.1% |
| 30D | +6.8% | +9.5% | -2.6% | +1.3% |
| 3M | -4.0% | -5.8% | +1.8% | -0.9% |
| 6M | +12.9% | +7.7% | +5.2% | +7.2% |
| YTD | +34.7% | +11.1% | +23.7% | +24.5% |
| 1Y | +49.5% | +6.1% | +43.4% | +41.9% |
| 3Y | +101.5% | +59.8% | +41.6% | +43.2% |
| 5Y | +120.7% | +104.6% | +16.1% | +29.0% |
| 10Y | +317.8% | +170.6% | +147.3% | +100.7% |
| All | +317.8% | +174.7% | +143.1% | +100.7% |
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