+312.1%
ROST vs GSK
+80.1%
+232.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +0.2% | -3.5% | +3.7% | +1.4% |
| 30D | -6.9% | -3.4% | -3.4% | -5.9% |
| 3M | -3.3% | -8.1% | +4.8% | -0.9% |
| 6M | +9.0% | -11.1% | +20.2% | +12.9% |
| YTD | +28.9% | +0.7% | +28.1% | +27.4% |
| 1Y | +54.0% | +20.1% | +33.8% | +42.8% |
| 3Y | +100.7% | +46.1% | +54.6% | +67.7% |
| 5Y | +116.0% | +48.2% | +67.8% | +72.9% |
| All | +312.1% | +80.1% | +232.0% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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