+561.0%
ROKU vs GPC
+86.2%
+474.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | +0.8% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | +1.5% | -0.4% | +1.8% | +1.5% |
| 3M | +25.7% | +39.2% | -13.5% | +11.7% |
| 6M | +54.5% | +18.2% | +36.2% | +44.7% |
| YTD | +43.2% | +12.1% | +31.1% | +35.4% |
| 1Y | +56.3% | -0.7% | +57.0% | +53.9% |
| 3Y | +86.1% | -1.7% | +87.8% | +78.9% |
| 5Y | -53.6% | +29.3% | -82.9% | -58.2% |
| All | +561.0% | +86.2% | +474.8% | +465.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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