+2,205.6%
ROST vs GNRC
+2,077.0%
+128.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.4% |
| 7D | -2.2% | +3.2% | -5.4% | -2.8% |
| 30D | -11.4% | -9.5% | -1.9% | -9.8% |
| 3M | -1.6% | -28.5% | +26.9% | +4.0% |
| 6M | +6.8% | -10.0% | +16.8% | +7.3% |
| YTD | +25.8% | +36.7% | -10.9% | +15.3% |
| 1Y | +52.4% | +2.6% | +49.8% | +47.1% |
| 3Y | +94.4% | +61.9% | +32.5% | +65.2% |
| 5Y | +108.2% | -59.0% | +167.3% | +122.3% |
| 10Y | +308.5% | +444.8% | -136.3% | +153.7% |
| All | +2,205.6% | +2,077.0% | +128.6% | +987.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling