+6,211.8%
ROST vs GME
+1,082.6%
+5,129.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +0.9% | +7.2% | -6.3% | +0.5% |
| 30D | -8.9% | +0.8% | -9.7% | -8.9% |
| 3M | -0.8% | -14.0% | +13.1% | 0.0% |
| 6M | +8.5% | -19.7% | +28.2% | +9.8% |
| YTD | +28.6% | -4.6% | +33.2% | +28.6% |
| 1Y | +52.3% | -14.3% | +66.7% | +53.2% |
| 3Y | +94.8% | +4.0% | +90.8% | +77.6% |
| 5Y | +110.8% | -62.2% | +173.0% | +97.3% |
| 10Y | +304.5% | +241.4% | +63.2% | +72.9% |
| All | +6,211.8% | +1,082.6% | +5,129.2% | +1,739.5% |
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 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