+52.7%
ROST vs GPN
+20.6%
+32.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.9% | +8.1% | +6.3% |
| 7D | +7.8% | +15.0% | -7.2% | +6.2% |
| 30D | +8.6% | +16.9% | -8.4% | +6.7% |
| 3M | -1.9% | +9.2% | -11.1% | -2.8% |
| 6M | +9.1% | +34.7% | -25.6% | +5.4% |
| YTD | +37.2% | +25.4% | +11.9% | +35.6% |
| 1Y | +52.7% | +21.7% | +31.0% | +52.8% |
| All | +52.7% | +20.6% | +32.1% | +52.8% |
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