+100.7%
ROST vs GNRC
+61.6%
+39.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | +2.0% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -6.9% | -15.7% | +8.9% | -5.0% |
| 3M | -3.3% | -27.3% | +24.0% | +0.2% |
| 6M | +9.0% | -12.1% | +21.1% | +9.5% |
| YTD | +28.9% | +37.1% | -8.3% | +21.2% |
| 1Y | +54.0% | -0.5% | +54.4% | +50.5% |
| 3Y | +100.7% | +61.5% | +39.2% | +78.2% |
| All | +100.7% | +61.6% | +39.1% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling