+46.2%
ROST vs GDDY
-11.2%
+57.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.3% |
| 7D | +1.3% | +13.4% | -12.2% | +1.0% |
| 30D | +4.9% | +22.3% | -17.4% | +4.6% |
| 3M | -6.9% | +30.9% | -37.8% | -7.3% |
| 6M | +3.8% | +37.3% | -33.5% | +4.2% |
| YTD | +31.4% | -3.2% | +34.6% | +43.5% |
| 1Y | +46.2% | -9.8% | +56.0% | +69.4% |
| All | +46.2% | -11.2% | +57.4% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling