+7.7%
GEHC vs ROKU
+214.8%
-207.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -7.9% | -2.6% | -5.2% | -7.5% |
| 30D | -11.7% | +2.1% | -13.8% | -12.0% |
| 3M | +0.8% | +31.8% | -31.0% | -3.4% |
| 6M | -11.6% | +53.3% | -64.9% | -17.2% |
| YTD | -21.6% | +42.1% | -63.6% | -25.9% |
| 1Y | -15.3% | +62.3% | -77.6% | -21.7% |
| 3Y | -0.5% | +84.6% | -85.1% | -13.8% |
| All | +7.7% | +214.8% | -207.1% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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