+83.9%
ROKU vs GWRE
+50.1%
+33.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -0.4% | -13.2% | +12.8% | +3.2% |
| 30D | +2.1% | -18.6% | +20.6% | +6.2% |
| 3M | +29.5% | +18.9% | +10.6% | +19.6% |
| 6M | +53.8% | -11.0% | +64.7% | +52.8% |
| YTD | +42.8% | -29.9% | +72.7% | +52.0% |
| 1Y | +60.7% | -44.3% | +105.1% | +84.8% |
| 3Y | +83.9% | +51.7% | +32.2% | +20.3% |
| All | +83.9% | +50.1% | +33.8% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling