+131.9%
ROKU vs GH
+467.1%
-335.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.9% |
| 7D | -0.4% | -2.5% | +2.1% | +0.4% |
| 30D | +2.1% | -4.7% | +6.8% | +3.4% |
| 3M | +29.5% | +20.2% | +9.3% | +20.0% |
| 6M | +53.8% | +78.8% | -25.0% | +23.0% |
| YTD | +42.8% | +54.1% | -11.3% | +19.4% |
| 1Y | +60.7% | +177.1% | -116.3% | +6.7% |
| 3Y | +83.9% | +371.6% | -287.7% | -9.1% |
| 5Y | -52.8% | +21.9% | -74.7% | -67.4% |
| All | +131.9% | +467.1% | -335.3% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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