-52.0%
ROKU vs GNRC
-58.7%
+6.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.9% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | +2.1% | -15.7% | +17.8% | +10.7% |
| 3M | +29.5% | -27.3% | +56.8% | +48.1% |
| 6M | +53.8% | -12.1% | +65.8% | +55.0% |
| YTD | +42.8% | +37.1% | +5.7% | +8.7% |
| 1Y | +60.7% | -0.5% | +61.2% | +43.5% |
| 3Y | +83.9% | +61.5% | +22.4% | +14.7% |
| All | -52.0% | -58.7% | +6.7% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling