+312.1%
ROST vs GPN
+28.5%
+283.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +0.2% | -4.3% | +4.5% | +2.0% |
| 30D | -6.9% | 0.0% | -6.9% | -7.1% |
| 3M | -3.3% | +35.8% | -39.1% | -15.7% |
| 6M | +9.0% | +22.0% | -13.0% | -1.6% |
| YTD | +28.9% | +15.2% | +13.7% | +17.6% |
| 1Y | +54.0% | +3.5% | +50.5% | +46.7% |
| 3Y | +100.7% | -26.9% | +127.7% | +113.9% |
| 5Y | +116.0% | -44.2% | +160.2% | +154.7% |
| All | +312.1% | +28.5% | +283.6% | +293.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling