+4,004.1%
ROST vs IAU
+875.8%
+3,128.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | -8.9% | +4.4% | -13.3% | -8.8% |
| 3M | -0.8% | -1.1% | +0.2% | -0.8% |
| 6M | +8.5% | -13.7% | +22.2% | +8.1% |
| YTD | +28.6% | +2.7% | +25.9% | +28.9% |
| 1Y | +52.3% | +24.6% | +27.7% | +53.7% |
| 3Y | +94.8% | +126.8% | -32.0% | +100.7% |
| 5Y | +110.8% | +139.5% | -28.7% | +117.4% |
| 10Y | +304.5% | +226.3% | +78.3% | +326.1% |
| All | +4,004.1% | +875.8% | +3,128.4% | +4,379.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling