+112.1%
GD vs ROKU
+883.2%
-771.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -3.5% | -0.1% | -3.4% | -3.5% |
| 30D | -9.0% | +1.5% | -10.5% | -9.1% |
| 3M | +5.1% | +25.7% | -20.6% | +4.0% |
| 6M | -1.0% | +54.5% | -55.5% | -2.9% |
| YTD | +7.3% | +43.2% | -35.9% | +5.5% |
| 1Y | +12.4% | +56.3% | -43.9% | +10.1% |
| 3Y | +73.7% | +86.1% | -12.4% | +66.5% |
| 5Y | +93.8% | -53.6% | +147.3% | +90.7% |
| All | +112.1% | +883.2% | -771.0% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 10y: compounded portfolio wealth divided by compounded ROKU 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…
10y analysis · Full analysis span regression · 6 months rolling