+308.5%
ROST vs GPC
+83.6%
+224.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.2% |
| 7D | -2.2% | -0.6% | -1.6% | -1.9% |
| 30D | -11.4% | +1.3% | -12.7% | -12.1% |
| 3M | -1.6% | +37.1% | -38.7% | -18.5% |
| 6M | +6.8% | +23.2% | -16.4% | -6.5% |
| YTD | +25.8% | +13.1% | +12.7% | +13.3% |
| 1Y | +52.4% | +0.9% | +51.5% | +46.6% |
| 3Y | +94.4% | -0.8% | +95.2% | +78.1% |
| 5Y | +108.2% | +31.1% | +77.1% | +55.7% |
| 10Y | +308.5% | +87.4% | +221.1% | +127.2% |
| All | +308.5% | +83.6% | +224.9% | +127.2% |
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