+550.6%
ROKU vs GAP
-1.7%
+552.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -0.3% |
| 7D | -3.0% | -3.2% | +0.1% | -2.2% |
| 30D | +0.7% | -0.7% | +1.4% | +0.5% |
| 3M | +26.5% | -0.5% | +26.9% | +25.7% |
| 6M | +52.6% | -5.0% | +57.6% | +52.5% |
| YTD | +40.9% | -14.7% | +55.6% | +44.0% |
| 1Y | +57.6% | -8.6% | +66.3% | +56.6% |
| 3Y | +83.2% | +108.4% | -25.2% | +34.0% |
| 5Y | -54.8% | +5.8% | -60.6% | -63.5% |
| All | +550.6% | -1.7% | +552.3% | +294.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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