+69,340.9%
ROST vs GFI
+660.1%
+68,680.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.2% |
| 7D | -2.5% | -5.1% | +2.7% | -2.4% |
| 30D | -10.3% | +13.4% | -23.7% | -10.5% |
| 3M | -2.6% | +36.2% | -38.8% | -3.3% |
| 6M | +6.5% | -9.8% | +16.4% | +6.6% |
| YTD | +25.9% | +7.7% | +18.3% | +25.4% |
| 1Y | +52.3% | +27.2% | +25.1% | +51.0% |
| 3Y | +94.6% | +300.3% | -205.7% | +87.5% |
| 5Y | +111.1% | +539.8% | -428.7% | +100.6% |
| 10Y | +308.9% | +1,058.5% | -749.6% | +281.6% |
| All | +69,340.9% | +660.1% | +68,680.8% | +72,383.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling