+12.0%
GEHC vs ROKU
+217.3%
-205.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -3.0% |
| 7D | -5.2% | -0.1% | -5.1% | -5.2% |
| 30D | -7.0% | +1.5% | -8.4% | -7.2% |
| 3M | +3.3% | +25.7% | -22.4% | -0.3% |
| 6M | -10.0% | +54.5% | -64.5% | -15.8% |
| YTD | -18.5% | +43.2% | -61.7% | -23.1% |
| 1Y | -14.4% | +56.3% | -70.7% | -20.4% |
| 3Y | +3.4% | +86.1% | -82.7% | -10.5% |
| All | +12.0% | +217.3% | -205.3% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling