+162.0%
ROST vs GGLL
+210.8%
-48.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.1% |
| 7D | +0.3% | +7.7% | -7.4% | -0.5% |
| 30D | +0.5% | -30.2% | +30.7% | +3.6% |
| 3M | -5.2% | -31.3% | +26.0% | -2.3% |
| 6M | +9.8% | -52.1% | +61.9% | +16.9% |
| YTD | +29.4% | -25.9% | +55.2% | +29.7% |
| 1Y | +44.4% | -8.5% | +52.8% | +40.7% |
| 3Y | +95.0% | +165.5% | -70.5% | +58.7% |
| All | +162.0% | +210.8% | -48.7% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling