+71,250.3%
ROST vs GSK
+1,742.6%
+69,507.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.5% |
| 7D | +0.3% | +1.1% | -0.9% | -0.1% |
| 30D | +0.5% | +6.3% | -5.9% | -1.3% |
| 3M | -5.2% | +1.8% | -7.1% | -5.8% |
| 6M | +9.8% | +1.7% | +8.2% | +9.0% |
| YTD | +29.4% | +6.5% | +22.8% | +26.1% |
| 1Y | +44.4% | +9.5% | +34.9% | +39.6% |
| 3Y | +95.0% | +65.3% | +29.7% | +63.2% |
| 5Y | +111.9% | +43.7% | +68.1% | +82.2% |
| 10Y | +301.2% | +104.1% | +197.1% | +209.6% |
| All | +71,250.3% | +1,742.6% | +69,507.8% | +30,403.0% |
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