+130.6%
ROKU vs GH
+473.1%
-342.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.6% |
| 7D | -2.6% | -1.2% | -1.4% | -2.3% |
| 30D | +2.1% | -3.7% | +5.8% | +3.1% |
| 3M | +31.8% | +21.7% | +10.1% | +21.7% |
| 6M | +53.3% | +75.7% | -22.5% | +23.3% |
| YTD | +42.1% | +55.7% | -13.6% | +18.4% |
| 1Y | +62.3% | +181.1% | -118.8% | +7.2% |
| 3Y | +84.6% | +371.6% | -287.0% | -8.7% |
| 5Y | -53.1% | +23.2% | -76.2% | -67.7% |
| All | +130.6% | +473.1% | -342.4% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling