+49.4%
ROST vs GLXY
+7.0%
+42.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.0% | +5.3% | -1.5% |
| 7D | -2.2% | +4.5% | -6.8% | -2.4% |
| 30D | -11.4% | +28.8% | -40.3% | -12.3% |
| 3M | -1.6% | -23.0% | +21.4% | -0.6% |
| 6M | +6.8% | +17.0% | -10.2% | +4.9% |
| YTD | +25.8% | +12.5% | +13.3% | +23.1% |
| 1Y | +52.4% | -5.4% | +57.8% | +49.4% |
| All | +49.4% | +7.0% | +42.3% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling