+161.6%
ROST vs GH
+481.7%
-320.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.4% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -8.9% | -1.1% | -7.8% | -8.9% |
| 3M | -0.8% | +21.3% | -22.1% | -3.5% |
| 6M | +8.5% | +73.5% | -65.0% | +0.8% |
| YTD | +28.6% | +58.0% | -29.4% | +20.5% |
| 1Y | +52.3% | +163.1% | -110.7% | +33.5% |
| 3Y | +94.8% | +361.0% | -266.2% | +52.4% |
| 5Y | +110.8% | +22.5% | +88.2% | +82.6% |
| All | +161.6% | +481.7% | -320.1% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling