+120.2%
ROST vs GTLB
-49.8%
+170.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | -2.5% | -4.1% | +1.6% | -2.1% |
| 30D | -10.3% | +12.3% | -22.6% | -11.5% |
| 3M | -2.6% | +65.9% | -68.5% | -8.2% |
| 6M | +6.5% | +104.0% | -97.4% | -2.7% |
| YTD | +25.9% | +26.0% | -0.1% | +21.1% |
| 1Y | +52.3% | -3.5% | +55.8% | +50.6% |
| 3Y | +94.6% | -9.6% | +104.2% | +86.5% |
| All | +120.2% | -49.8% | +170.0% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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