+12.4%
GD vs ROKU
+58.7%
-46.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.2% |
| 3M | +5.1% | +25.7% | -20.6% | +2.7% |
| 6M | -1.0% | +54.5% | -55.5% | -5.6% |
| YTD | +7.3% | +43.2% | -35.9% | +2.9% |
| 1Y | +12.4% | +56.3% | -43.9% | +7.2% |
| All | +12.4% | +58.7% | -46.2% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling