+53.4%
ROKU vs GNRC
+17.5%
+35.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.5% | +11.0% | +2.2% |
| 7D | +4.8% | -6.0% | +10.8% | +5.2% |
| 30D | +6.1% | -12.0% | +18.1% | +7.0% |
| 3M | +10.5% | -13.4% | +23.9% | +11.8% |
| 6M | +29.2% | -26.4% | +55.5% | +32.3% |
| YTD | +50.0% | +38.8% | +11.2% | +39.2% |
| 1Y | +53.4% | +20.9% | +32.5% | +44.6% |
| All | +53.4% | +17.5% | +35.9% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling