+96.0%
ROST vs GTLB
-12.2%
+108.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.7% |
| 7D | -2.2% | -6.6% | +4.3% | -1.9% |
| 30D | -11.4% | +13.7% | -25.2% | -12.1% |
| 3M | -1.6% | +52.9% | -54.5% | -4.1% |
| 6M | +6.8% | +88.5% | -81.7% | +2.3% |
| YTD | +25.8% | +23.4% | +2.4% | +24.3% |
| 1Y | +52.4% | -3.8% | +56.2% | +53.5% |
| All | +96.0% | -12.2% | +108.1% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling