-51.7%
ROKU vs GFS
0.0%
-51.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | -0.4% |
| 7D | -0.4% | +3.8% | -4.3% | -2.1% |
| 30D | +2.1% | -11.7% | +13.8% | +7.4% |
| 3M | +29.5% | -41.8% | +71.3% | +60.0% |
| 6M | +53.8% | +6.6% | +47.2% | +35.7% |
| YTD | +42.8% | +34.6% | +8.2% | +8.0% |
| 1Y | +60.7% | +46.2% | +14.6% | +14.8% |
| 3Y | +83.9% | -20.3% | +104.2% | +74.0% |
| All | -51.7% | 0.0% | -51.7% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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