+137.4%
ROKU vs GGLL
+328.7%
-191.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.9% |
| 7D | -1.3% | -4.8% | +3.5% | +0.4% |
| 30D | +5.9% | -13.7% | +19.6% | +11.3% |
| 3M | +23.9% | -21.9% | +45.7% | +32.0% |
| 6M | +59.6% | +11.7% | +47.9% | +44.5% |
| YTD | +43.4% | +2.3% | +41.1% | +33.7% |
| 1Y | +60.2% | +76.2% | -16.0% | +15.8% |
| 3Y | +90.4% | +245.0% | -154.6% | -13.0% |
| All | +137.4% | +328.7% | -191.3% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling