+72,343.6%
ROST vs GD
+20,112.4%
+52,231.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -1.9% | -3.6% |
| 7D | +1.3% | -3.9% | +5.2% | +2.5% |
| 30D | +4.9% | +8.1% | -3.2% | +2.4% |
| 3M | -6.9% | -6.8% | -0.2% | -5.0% |
| 6M | +3.8% | +3.0% | +0.8% | +2.5% |
| YTD | +31.4% | +7.8% | +23.6% | +27.5% |
| 1Y | +46.2% | +5.8% | +40.4% | +42.6% |
| 3Y | +99.8% | +55.3% | +44.5% | +71.3% |
| 5Y | +107.6% | +96.7% | +11.0% | +65.0% |
| 10Y | +322.2% | +195.4% | +126.9% | +199.5% |
| All | +72,343.6% | +20,112.4% | +52,231.3% | +43,176.9% |
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 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