+48.1%
ROST vs GGLL
-19.1%
+67.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +3.2% | +5.1% | -1.9% | +2.9% |
| 30D | +7.4% | -35.5% | +42.9% | +9.8% |
| 3M | -6.1% | -39.2% | +33.1% | -3.8% |
| 6M | +6.2% | -54.4% | +60.6% | +11.1% |
| YTD | +33.4% | -29.8% | +63.3% | +30.6% |
| All | +48.1% | -19.1% | +67.1% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling