+70,808.4%
ROST vs GD
+20,186.5%
+50,621.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | +0.1% |
| 7D | +0.9% | -5.3% | +6.2% | +2.6% |
| 30D | -8.9% | -6.4% | -2.5% | -7.0% |
| 3M | -0.8% | +5.7% | -6.5% | -2.7% |
| 6M | +8.5% | -0.9% | +9.4% | +8.4% |
| YTD | +28.6% | +8.2% | +20.4% | +24.7% |
| 1Y | +52.3% | +13.4% | +38.9% | +45.5% |
| 3Y | +94.8% | +68.5% | +26.4% | +62.7% |
| 5Y | +110.8% | +97.2% | +13.6% | +67.4% |
| 10Y | +304.5% | +190.2% | +114.3% | +188.3% |
| All | +70,808.4% | +20,186.5% | +50,621.9% | +42,255.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling