-52.0%
ROKU vs GH
+20.8%
-72.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.9% |
| 7D | -0.4% | -2.5% | +2.1% | +0.5% |
| 30D | +2.1% | -4.7% | +6.8% | +3.6% |
| 3M | +29.5% | +20.2% | +9.3% | +18.2% |
| 6M | +53.8% | +78.8% | -25.0% | +17.5% |
| YTD | +42.8% | +54.1% | -11.3% | +15.0% |
| 1Y | +60.7% | +177.1% | -116.3% | -2.6% |
| 3Y | +83.9% | +371.6% | -287.7% | -23.8% |
| All | -52.0% | +20.8% | -72.8% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling