+170.3%
ROST vs GGLL
+194.0%
-23.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +3.2% | +5.1% | -1.9% | +2.7% |
| 30D | +7.4% | -35.5% | +42.9% | +11.6% |
| 3M | -6.1% | -39.2% | +33.1% | -2.0% |
| 6M | +6.2% | -54.4% | +60.6% | +13.5% |
| YTD | +33.4% | -29.8% | +63.3% | +34.5% |
| 1Y | +48.8% | -20.4% | +69.2% | +47.3% |
| 3Y | +99.5% | +149.7% | -50.2% | +63.4% |
| All | +170.3% | +194.0% | -23.8% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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