+114.4%
ROST vs GFS
-3.9%
+118.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +0.2% | +2.6% | -2.4% | -0.2% |
| 30D | -10.0% | -16.4% | +6.4% | -7.3% |
| 3M | +1.2% | -41.6% | +42.8% | +10.3% |
| 6M | +8.9% | -3.7% | +12.6% | +6.4% |
| YTD | +28.1% | +29.3% | -1.2% | +16.8% |
| 1Y | +53.0% | +37.1% | +15.8% | +37.3% |
| 3Y | +97.9% | -22.1% | +120.0% | +92.8% |
| All | +114.4% | -3.9% | +118.3% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GFS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling