+100.7%
ROST vs GWRE
+50.1%
+50.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.3% |
| 7D | +0.2% | -13.2% | +13.5% | +1.0% |
| 30D | -6.9% | -18.6% | +11.7% | -6.0% |
| 3M | -3.3% | +18.9% | -22.2% | -4.7% |
| 6M | +9.0% | -11.0% | +20.0% | +9.2% |
| YTD | +28.9% | -29.9% | +58.8% | +32.3% |
| 1Y | +54.0% | -44.3% | +98.3% | +62.3% |
| 3Y | +100.7% | +51.7% | +49.0% | +70.8% |
| All | +100.7% | +50.1% | +50.6% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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