+96.0%
ROST vs GH
+378.9%
-282.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.8% |
| 7D | -2.2% | -0.2% | -2.1% | -2.2% |
| 30D | -11.4% | -2.6% | -8.8% | -11.3% |
| 3M | -1.6% | +25.1% | -26.7% | -3.5% |
| 6M | +6.8% | +78.5% | -71.7% | +1.7% |
| YTD | +25.8% | +59.4% | -33.6% | +20.5% |
| 1Y | +52.4% | +173.9% | -121.5% | +39.3% |
| All | +96.0% | +378.9% | -282.9% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 3y: compounded portfolio wealth divided by compounded GH 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…
3y analysis · Full analysis span regression · 6 months rolling