+559.3%
ROKU vs GFI
+1,226.9%
-667.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -0.4% | -4.9% | +4.4% | -0.1% |
| 30D | +2.1% | +10.7% | -8.7% | +1.2% |
| 3M | +29.5% | +25.6% | +3.9% | +27.1% |
| 6M | +53.8% | -8.3% | +62.0% | +53.9% |
| YTD | +42.8% | +6.3% | +36.5% | +41.6% |
| 1Y | +60.7% | +22.1% | +38.7% | +57.8% |
| 3Y | +83.9% | +289.2% | -205.3% | +66.3% |
| 5Y | -52.8% | +531.7% | -584.5% | -59.1% |
| All | +559.3% | +1,226.9% | -667.6% | +533.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling