+100.7%
ROST vs GFI
+287.6%
-186.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.4% |
| 7D | +0.2% | -4.9% | +5.1% | +0.3% |
| 30D | -6.9% | +10.7% | -17.6% | -7.1% |
| 3M | -3.3% | +25.6% | -28.9% | -3.8% |
| 6M | +9.0% | -8.3% | +17.3% | +9.0% |
| YTD | +28.9% | +6.3% | +22.6% | +28.6% |
| 1Y | +54.0% | +22.1% | +31.9% | +53.5% |
| 3Y | +100.7% | +289.2% | -188.5% | +96.8% |
| All | +100.7% | +287.6% | -186.9% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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