+71,068.6%
ROST vs GPC
+2,071.6%
+68,997.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.1% |
| 7D | +1.2% | +1.6% | -0.3% | +0.5% |
| 30D | +2.5% | -2.1% | +4.5% | +3.5% |
| 3M | -9.0% | -6.8% | -2.2% | -5.8% |
| 6M | +1.3% | +18.6% | -17.2% | -9.0% |
| YTD | +29.1% | +2.7% | +26.4% | +22.7% |
| 1Y | +45.4% | +1.8% | +43.6% | +38.9% |
| 3Y | +94.9% | +1.1% | +93.8% | +78.1% |
| 5Y | +104.0% | +4.1% | +99.9% | +82.3% |
| 10Y | +314.8% | +88.2% | +226.6% | +161.4% |
| All | +71,068.6% | +2,071.6% | +68,997.0% | +14,059.5% |
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