+52.3%
ROST vs GPN
+8.1%
+44.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.5% |
| 7D | +0.9% | +0.8% | +0.2% | +0.8% |
| 30D | -8.9% | +5.8% | -14.7% | -9.5% |
| 3M | -0.8% | +37.0% | -37.8% | -4.6% |
| 6M | +8.5% | +20.1% | -11.7% | +5.4% |
| YTD | +28.6% | +20.4% | +8.2% | +26.1% |
| 1Y | +52.3% | +7.4% | +44.9% | +51.3% |
| All | +52.3% | +8.1% | +44.3% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling