+97.9%
ROST vs IAU
+125.1%
-27.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | +0.2% | +0.7% | -0.5% | +0.2% |
| 30D | -10.0% | +0.3% | -10.3% | -10.0% |
| 3M | +1.2% | +0.7% | +0.5% | +1.2% |
| 6M | +8.9% | -15.5% | +24.4% | +9.7% |
| YTD | +28.1% | +1.0% | +27.1% | +28.0% |
| 1Y | +53.0% | +19.6% | +33.4% | +52.2% |
| 3Y | +97.9% | +125.4% | -27.6% | +89.2% |
| All | +97.9% | +125.1% | -27.3% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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