+115.3%
ROST vs GFS
-3.7%
+119.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.7% |
| 7D | +0.9% | +1.0% | -0.1% | +0.8% |
| 30D | -8.9% | -8.6% | -0.3% | -7.7% |
| 3M | -0.8% | -46.5% | +45.7% | +9.8% |
| 6M | +8.5% | -4.8% | +13.3% | +6.2% |
| YTD | +28.6% | +29.7% | -1.1% | +17.2% |
| 1Y | +52.3% | +35.8% | +16.5% | +37.0% |
| 3Y | +94.8% | -18.3% | +113.2% | +87.7% |
| All | +115.3% | -3.7% | +119.0% | +87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling