-52.0%
ROKU vs GRMN
+81.6%
-133.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -2.4% |
| 7D | -0.4% | +2.4% | -2.9% | -2.2% |
| 30D | +2.1% | -8.5% | +10.5% | +8.3% |
| 3M | +29.5% | +19.5% | +10.0% | +11.3% |
| 6M | +53.8% | +21.2% | +32.6% | +30.1% |
| YTD | +42.8% | +41.0% | +1.8% | +6.7% |
| 1Y | +60.7% | +19.6% | +41.1% | +35.0% |
| 3Y | +83.9% | +183.8% | -99.9% | -39.2% |
| All | -52.0% | +81.6% | -133.6% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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