+361.0%
GDX vs ROKU
+880.6%
-519.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | -2.2% | -0.4% | -1.8% | -2.2% |
| 30D | +6.8% | +2.1% | +4.7% | +6.6% |
| 3M | +24.9% | +29.5% | -4.6% | +23.0% |
| 6M | -4.2% | +53.8% | -58.0% | -6.5% |
| YTD | +13.2% | +42.8% | -29.6% | +10.8% |
| 1Y | +40.2% | +60.7% | -20.5% | +36.4% |
| 3Y | +249.6% | +83.9% | +165.7% | +233.1% |
| 5Y | +230.4% | -52.8% | +283.2% | +218.4% |
| All | +361.0% | +880.6% | -519.6% | +347.4% |
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