+312.1%
ROST vs GME
+285.6%
+26.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +2.2% |
| 7D | +0.2% | +10.4% | -10.2% | -0.1% |
| 30D | -6.9% | +14.1% | -21.0% | -7.3% |
| 3M | -3.3% | -4.6% | +1.3% | -3.2% |
| 6M | +9.0% | -13.5% | +22.6% | +9.4% |
| YTD | +28.9% | +5.3% | +23.5% | +28.4% |
| 1Y | +54.0% | -14.9% | +68.9% | +54.5% |
| 3Y | +100.7% | +24.3% | +76.5% | +91.0% |
| 5Y | +116.0% | -55.6% | +171.6% | +107.9% |
| All | +312.1% | +285.6% | +26.5% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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