+168.1%
ROST vs GGLL
+195.8%
-27.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.3% |
| 7D | +2.8% | +6.3% | -3.6% | +2.2% |
| 30D | +6.6% | -35.1% | +41.7% | +10.6% |
| 3M | -7.0% | -37.7% | +30.7% | -3.1% |
| 6M | +5.4% | -54.1% | +59.5% | +12.5% |
| YTD | +32.4% | -29.4% | +61.8% | +33.3% |
| 1Y | +48.4% | -13.4% | +61.8% | +45.4% |
| 3Y | +99.5% | +158.3% | -58.9% | +62.6% |
| All | +168.1% | +195.8% | -27.7% | +120.3% |
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