+135.2%
ROKU vs GGLL
+313.5%
-178.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -2.6% | -5.8% | +3.1% | -0.6% |
| 30D | +2.1% | -7.2% | +9.3% | +4.7% |
| 3M | +31.8% | -17.5% | +49.3% | +37.3% |
| 6M | +53.3% | +5.1% | +48.2% | +42.1% |
| YTD | +42.1% | -1.3% | +43.4% | +34.1% |
| 1Y | +62.3% | +60.2% | +2.1% | +22.2% |
| 3Y | +84.6% | +230.8% | -146.2% | -14.2% |
| All | +135.2% | +313.5% | -178.4% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling