+52.3%
ROST vs GRMN
+16.1%
+36.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.5% | -1.8% | -0.7% | -2.1% |
| 30D | -10.3% | -12.1% | +1.8% | -7.9% |
| 3M | -2.6% | +18.0% | -20.6% | -6.6% |
| 6M | +6.5% | +13.7% | -7.2% | +2.7% |
| YTD | +25.9% | +35.3% | -9.4% | +16.1% |
| 1Y | +52.3% | +17.2% | +35.1% | +42.7% |
| All | +52.3% | +16.1% | +36.3% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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