+561.0%
ROKU vs GSK
+80.9%
+480.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.5% |
| 7D | -0.1% | -4.2% | +4.1% | +0.9% |
| 30D | +1.5% | -7.5% | +9.0% | +3.4% |
| 3M | +25.7% | -3.3% | +29.0% | +26.5% |
| 6M | +54.5% | -9.3% | +63.8% | +57.8% |
| YTD | +43.2% | +1.6% | +41.6% | +41.5% |
| 1Y | +56.3% | +25.5% | +30.8% | +45.4% |
| 3Y | +86.1% | +49.3% | +36.8% | +59.3% |
| 5Y | -53.6% | +46.7% | -100.2% | -60.9% |
| All | +561.0% | +80.9% | +480.2% | +438.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling