-52.9%
ROKU vs GTLB
-50.1%
-2.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -0.4% | -5.7% | +5.3% | +1.7% |
| 30D | +2.1% | +15.1% | -13.1% | -4.1% |
| 3M | +29.5% | +65.5% | -36.0% | +4.5% |
| 6M | +53.8% | +102.9% | -49.1% | +11.6% |
| YTD | +42.8% | +25.2% | +17.6% | +24.3% |
| 1Y | +60.7% | -5.5% | +66.3% | +54.7% |
| 3Y | +83.9% | -10.9% | +94.8% | +65.3% |
| All | -52.9% | -50.1% | -2.8% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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