+113.8%
GD vs ROKU
+884.7%
-770.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.7% |
| 7D | -5.3% | -1.3% | -3.9% | -5.2% |
| 30D | -6.4% | +5.9% | -12.3% | -6.6% |
| 3M | +5.7% | +23.9% | -18.2% | +4.7% |
| 6M | -0.9% | +59.6% | -60.5% | -3.0% |
| YTD | +8.2% | +43.4% | -35.3% | +6.3% |
| 1Y | +13.4% | +60.2% | -46.7% | +10.9% |
| 3Y | +68.5% | +90.4% | -21.9% | +61.4% |
| 5Y | +97.2% | -54.5% | +151.7% | +94.2% |
| All | +113.8% | +884.7% | -770.9% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling