+559.3%
ROKU vs GPN
-0.8%
+560.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -0.4% | -4.6% | +4.2% | +2.3% |
| 30D | +2.1% | -0.3% | +2.3% | +1.8% |
| 3M | +29.5% | +35.4% | -5.9% | +6.6% |
| 6M | +53.8% | +21.7% | +32.1% | +34.0% |
| YTD | +42.8% | +14.9% | +27.9% | +26.8% |
| 1Y | +60.7% | +3.2% | +57.5% | +51.2% |
| 3Y | +83.9% | -27.1% | +111.0% | +110.6% |
| 5Y | -52.8% | -44.4% | -8.4% | -38.0% |
| All | +559.3% | -0.8% | +560.1% | +542.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling