+70,808.4%
ROST vs GPC
+2,341.8%
+68,466.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.0% |
| 7D | +0.9% | +1.2% | -0.3% | +0.3% |
| 30D | -8.9% | +6.0% | -14.9% | -11.7% |
| 3M | -0.8% | +42.6% | -43.4% | -18.9% |
| 6M | +8.5% | +22.8% | -14.3% | -4.4% |
| YTD | +28.6% | +15.5% | +13.1% | +15.2% |
| 1Y | +52.3% | +2.0% | +50.3% | +45.7% |
| 3Y | +94.8% | -1.4% | +96.3% | +80.8% |
| 5Y | +110.8% | +30.6% | +80.2% | +66.9% |
| 10Y | +304.5% | +80.6% | +223.9% | +160.3% |
| All | +70,808.4% | +2,341.8% | +68,466.6% | +13,197.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling