+108.2%
ROST vs GH
+24.4%
+83.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 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% | -4.4% |
| 6M | +6.8% | +78.5% | -71.7% | -0.7% |
| YTD | +25.8% | +59.4% | -33.6% | +18.1% |
| 1Y | +52.4% | +173.9% | -121.5% | +33.4% |
| 3Y | +94.4% | +382.7% | -288.4% | +52.0% |
| 5Y | +108.2% | +24.4% | +83.8% | +68.1% |
| All | +108.2% | +24.4% | +83.8% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling