+54.0%
ROST vs GME
-11.9%
+65.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +2.1% |
| 7D | +0.2% | +10.4% | -10.2% | -0.5% |
| 30D | -6.9% | +14.1% | -21.0% | -7.7% |
| 3M | -3.3% | -4.6% | +1.3% | -3.1% |
| 6M | +9.0% | -13.5% | +22.6% | +10.2% |
| YTD | +28.9% | +5.3% | +23.5% | +26.8% |
| 1Y | +54.0% | -14.9% | +68.9% | +55.2% |
| All | +54.0% | -11.9% | +65.9% | +55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling