+238.4%
GDX vs ROKU
-55.1%
+293.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.2% |
| 7D | +1.9% | -3.0% | +4.9% | +2.2% |
| 30D | +9.9% | +0.7% | +9.2% | +9.8% |
| 3M | +28.2% | +26.5% | +1.7% | +25.1% |
| 6M | -2.9% | +52.6% | -55.5% | -6.9% |
| YTD | +16.0% | +40.9% | -25.0% | +11.8% |
| 1Y | +49.9% | +57.6% | -7.8% | +43.2% |
| 3Y | +263.6% | +83.2% | +180.4% | +234.6% |
| All | +238.4% | -55.1% | +293.5% | +221.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling