+116.6%
ROST vs GFS
-11.4%
+128.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.9% |
| 7D | +0.3% | +7.4% | -7.1% | -0.9% |
| 30D | +0.5% | -15.3% | +15.7% | +2.9% |
| 3M | -5.2% | -21.1% | +15.9% | -2.0% |
| 6M | +9.8% | -44.5% | +54.3% | +19.2% |
| YTD | +29.4% | +19.2% | +10.2% | +18.9% |
| 1Y | +44.4% | +27.2% | +17.1% | +30.7% |
| 3Y | +95.0% | -20.1% | +115.1% | +87.0% |
| 5Y | +111.9% | -25.6% | +137.5% | +93.8% |
| All | +116.6% | -11.4% | +128.0% | +89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling