+555.8%
ROKU vs GRMN
+522.2%
+33.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.6% | -1.8% | -0.9% | -1.4% |
| 30D | +2.1% | -12.1% | +14.2% | +11.2% |
| 3M | +31.8% | +18.0% | +13.8% | +15.1% |
| 6M | +53.3% | +13.7% | +39.6% | +36.8% |
| YTD | +42.1% | +35.3% | +6.8% | +11.4% |
| 1Y | +62.3% | +17.2% | +45.1% | +39.6% |
| 3Y | +84.6% | +179.6% | -95.0% | -23.8% |
| 5Y | -53.1% | +75.6% | -128.6% | -73.5% |
| All | +555.8% | +522.2% | +33.7% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling