+57.7%
GEV vs ROKU
+57.7%
-0.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | +3.3% | -1.3% | +4.6% | +3.6% |
| 30D | -7.5% | +5.9% | -13.3% | -8.6% |
| 3M | -2.2% | +23.9% | -26.1% | -7.2% |
| 6M | +12.1% | +59.6% | -47.5% | 0.0% |
| YTD | +44.4% | +43.4% | +1.0% | +31.6% |
| 1Y | +57.7% | +60.2% | -2.5% | +41.8% |
| All | +57.7% | +57.7% | -0.1% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling