+52.7%
ROST vs GGLL
+70.5%
-17.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | 0.0% | +1.9% | -1.8% | -0.1% |
| 30D | -10.2% | -9.7% | -0.4% | -9.5% |
| 3M | +1.0% | -18.0% | +19.0% | +1.8% |
| 6M | +8.7% | +15.3% | -6.5% | +4.4% |
| YTD | +27.8% | +2.2% | +25.6% | +23.9% |
| 1Y | +52.7% | +73.1% | -20.4% | +40.4% |
| All | +52.7% | +70.5% | -17.9% | +40.4% |
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