+316.4%
ROST vs GPC
+85.0%
+231.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.2% |
| 7D | +3.2% | +0.4% | +2.8% | +3.1% |
| 30D | +7.4% | -1.8% | +9.3% | +8.4% |
| 3M | -6.1% | -6.6% | +0.5% | -2.8% |
| 6M | +6.2% | +21.3% | -15.1% | -6.3% |
| YTD | +33.4% | +4.3% | +29.2% | +25.2% |
| 1Y | +48.8% | +3.3% | +45.5% | +40.4% |
| 3Y | +99.5% | +0.8% | +98.8% | +79.8% |
| 5Y | +112.7% | +7.4% | +105.3% | +79.6% |
| 10Y | +316.4% | +79.2% | +237.2% | +137.3% |
| All | +316.4% | +85.0% | +231.4% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling