+95.0%
ROST vs GD
+58.2%
+36.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.5% | -2.4% |
| 7D | +0.3% | +2.7% | -2.4% | -0.4% |
| 30D | +0.5% | +8.6% | -8.1% | -1.6% |
| 3M | -5.2% | -7.1% | +1.8% | -3.6% |
| 6M | +9.8% | +7.5% | +2.4% | +7.5% |
| YTD | +29.4% | +9.9% | +19.5% | +25.6% |
| 1Y | +44.4% | +7.6% | +36.8% | +40.9% |
| 3Y | +95.0% | +56.2% | +38.8% | +66.9% |
| All | +95.0% | +58.2% | +36.8% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling