+137.0%
ROKU vs GGLL
+328.4%
-191.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -0.1% | +1.9% | -2.0% | -0.8% |
| 30D | +1.5% | -9.7% | +11.2% | +5.0% |
| 3M | +25.7% | -18.0% | +43.7% | +31.5% |
| 6M | +54.5% | +15.3% | +39.2% | +38.2% |
| YTD | +43.2% | +2.2% | +41.0% | +33.5% |
| 1Y | +56.3% | +73.1% | -16.8% | +14.0% |
| 3Y | +86.1% | +242.7% | -156.6% | -14.6% |
| All | +137.0% | +328.4% | -191.4% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling