-52.0%
ROKU vs GSK
+47.2%
-99.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.4% | -3.5% | +3.1% | -0.1% |
| 30D | +2.1% | -3.4% | +5.5% | +2.4% |
| 3M | +29.5% | -8.1% | +37.6% | +30.5% |
| 6M | +53.8% | -11.1% | +64.9% | +55.3% |
| YTD | +42.8% | +0.7% | +42.1% | +42.4% |
| 1Y | +60.7% | +20.1% | +40.6% | +57.5% |
| 3Y | +83.9% | +46.1% | +37.8% | +73.5% |
| All | -52.0% | +47.2% | -99.2% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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