+108.2%
ROST vs GME
-55.8%
+164.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.3% | -7.1% | -2.0% |
| 7D | -2.2% | +4.8% | -7.1% | -2.5% |
| 30D | -11.4% | +5.9% | -17.3% | -11.7% |
| 3M | -1.6% | -10.7% | +9.1% | -1.1% |
| 6M | +6.8% | -19.8% | +26.6% | +7.9% |
| YTD | +25.8% | -0.9% | +26.8% | +25.5% |
| 1Y | +52.4% | -15.7% | +68.1% | +53.3% |
| 3Y | +94.4% | +12.3% | +82.1% | +74.3% |
| 5Y | +108.2% | -60.1% | +168.3% | +85.5% |
| All | +108.2% | -55.8% | +164.0% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling