+96.0%
ROST vs GFS
-21.4%
+117.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.0% |
| 7D | -2.2% | +4.5% | -6.7% | -2.8% |
| 30D | -11.4% | -8.2% | -3.2% | -10.6% |
| 3M | -1.6% | -38.9% | +37.2% | +4.2% |
| 6M | +6.8% | -2.9% | +9.7% | +4.6% |
| YTD | +25.8% | +31.8% | -6.0% | +16.6% |
| 1Y | +52.4% | +43.1% | +9.3% | +38.8% |
| All | +96.0% | -21.4% | +117.4% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling