+112.0%
ROST vs GTLB
-62.5%
+174.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.4% |
| 7D | +0.3% | -0.7% | +1.0% | +0.3% |
| 30D | +0.5% | -10.2% | +10.7% | +1.6% |
| 3M | -5.2% | +10.1% | -15.3% | -6.5% |
| 6M | +9.8% | +116.5% | -106.6% | -0.2% |
| YTD | +29.4% | +27.2% | +2.2% | +24.0% |
| 1Y | +44.4% | +8.6% | +35.8% | +40.8% |
| 3Y | +95.0% | +5.6% | +89.4% | +82.8% |
| All | +112.0% | -62.5% | +174.5% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling