+53.9%
GD vs ROKU
+90.6%
-36.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -5.0% | +3.5% | -8.5% | -5.2% |
| 30D | +8.9% | +5.1% | +3.8% | +8.6% |
| 3M | -8.0% | +7.0% | -15.0% | -8.4% |
| 6M | +2.9% | +25.4% | -22.5% | +1.4% |
| YTD | +7.1% | +48.0% | -40.9% | +4.1% |
| 1Y | +5.9% | +53.1% | -47.2% | +2.8% |
| 3Y | +53.9% | +92.7% | -38.8% | +45.0% |
| All | +53.9% | +90.6% | -36.7% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling