+114.6%
ROST vs GNRC
-58.7%
+173.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | +1.8% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -6.9% | -15.7% | +8.9% | -4.3% |
| 3M | -3.3% | -27.3% | +24.0% | +1.3% |
| 6M | +9.0% | -12.1% | +21.1% | +9.8% |
| YTD | +28.9% | +37.1% | -8.3% | +19.0% |
| 1Y | +54.0% | -0.5% | +54.4% | +49.9% |
| 3Y | +100.7% | +61.5% | +39.2% | +72.7% |
| All | +114.6% | -58.7% | +173.3% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling