+100.7%
ROST vs GPN
-27.6%
+128.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | +0.2% | -4.6% | +4.8% | +1.1% |
| 30D | -6.9% | -0.3% | -6.6% | -6.9% |
| 3M | -3.3% | +35.4% | -38.7% | -9.0% |
| 6M | +9.0% | +21.7% | -12.6% | +4.3% |
| YTD | +28.9% | +14.9% | +14.0% | +24.3% |
| 1Y | +54.0% | +3.2% | +50.8% | +51.7% |
| 3Y | +100.7% | -27.1% | +127.9% | +110.3% |
| All | +100.7% | -27.6% | +128.3% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling