+100.7%
ROST vs GDDY
+30.8%
+69.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.6% | +2.2% |
| 7D | +0.2% | -3.2% | +3.4% | +0.5% |
| 30D | -6.9% | +6.8% | -13.7% | -7.6% |
| 3M | -3.3% | +30.5% | -33.8% | -6.4% |
| 6M | +9.0% | +13.3% | -4.3% | +6.8% |
| YTD | +28.9% | -21.0% | +49.8% | +34.6% |
| 1Y | +54.0% | -34.0% | +88.0% | +66.6% |
| 3Y | +100.7% | +33.1% | +67.7% | +75.5% |
| All | +100.7% | +30.8% | +69.9% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling