+83.9%
ROKU vs GPN
-27.4%
+111.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.4% | -4.3% | +3.9% | +1.8% |
| 30D | +2.1% | 0.0% | +2.1% | +1.7% |
| 3M | +29.5% | +35.8% | -6.3% | +8.5% |
| 6M | +53.8% | +22.0% | +31.8% | +35.8% |
| YTD | +42.8% | +15.2% | +27.6% | +28.8% |
| 1Y | +60.7% | +3.5% | +57.2% | +53.6% |
| 3Y | +83.9% | -26.9% | +110.8% | +99.0% |
| All | +83.9% | -27.4% | +111.3% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling