+6,251.2%
ROST vs GME
+1,495.6%
+4,755.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.4% |
| 7D | +0.3% | +2.9% | -2.7% | +0.1% |
| 30D | +0.5% | -4.8% | +5.3% | +0.8% |
| 3M | -5.2% | +39.2% | -44.4% | -7.3% |
| 6M | +9.8% | +17.1% | -7.2% | +8.5% |
| YTD | +29.4% | +28.7% | +0.7% | +26.8% |
| 1Y | +44.4% | +23.3% | +21.0% | +41.8% |
| 3Y | +95.0% | +112.9% | -17.9% | +69.4% |
| 5Y | +111.9% | -48.8% | +160.7% | +94.6% |
| 10Y | +301.2% | +478.2% | -176.9% | +60.4% |
| All | +6,251.2% | +1,495.6% | +4,755.6% | +1,714.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling