-52.0%
ROKU vs GFI
+538.3%
-590.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.4% |
| 7D | -0.4% | -2.7% | +2.3% | -0.2% |
| 30D | +2.1% | +13.2% | -11.2% | +0.7% |
| 3M | +29.5% | +28.5% | +1.0% | +25.8% |
| 6M | +53.8% | -6.2% | +60.0% | +53.4% |
| YTD | +42.8% | +8.7% | +34.1% | +40.9% |
| 1Y | +60.7% | +24.8% | +35.9% | +56.5% |
| 3Y | +83.9% | +298.0% | -214.1% | +59.2% |
| All | -52.0% | +538.3% | -590.3% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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