+72,962.6%
ROST vs GSK
+1,733.0%
+71,229.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | +0.9% | +0.5% | +0.4% | +0.7% |
| 30D | +5.1% | +9.4% | -4.3% | +2.4% |
| 3M | -4.3% | +1.6% | -5.8% | -4.8% |
| 6M | +9.4% | +1.3% | +8.1% | +8.7% |
| YTD | +32.5% | +6.0% | +26.5% | +29.3% |
| 1Y | +46.9% | +9.1% | +37.8% | +42.2% |
| 3Y | +98.1% | +65.4% | +32.7% | +65.8% |
| 5Y | +116.9% | +43.0% | +74.0% | +86.9% |
| 10Y | +310.9% | +103.1% | +207.8% | +217.6% |
| All | +72,962.6% | +1,733.0% | +71,229.6% | +31,183.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling