+103.1%
ROST vs IAU
+104.5%
-1.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | -1.8% | -2.0% | +0.1% | -1.7% |
| 30D | +6.8% | -4.4% | +11.3% | +7.1% |
| 3M | -4.0% | -8.9% | +4.9% | -3.5% |
| 6M | +12.9% | -15.9% | +28.8% | +14.0% |
| YTD | +34.7% | -7.8% | +42.5% | +35.2% |
| 1Y | +49.5% | -3.8% | +53.3% | +49.6% |
| All | +103.1% | +104.5% | -1.4% | +87.5% |
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