+110.8%
ROST vs GFS
-2.1%
+112.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.5% | +3.2% | -5.7% | -3.0% |
| 30D | -10.3% | -9.6% | -0.7% | -8.8% |
| 3M | -2.6% | -38.5% | +35.9% | +5.2% |
| 6M | +6.5% | -1.3% | +7.8% | +3.6% |
| YTD | +25.9% | +31.8% | -5.9% | +14.5% |
| 1Y | +52.3% | +44.6% | +7.8% | +35.3% |
| 3Y | +94.6% | -20.6% | +115.2% | +88.9% |
| All | +110.8% | -2.1% | +112.9% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling