+367.2%
GDX vs ROKU
+883.2%
-516.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +4.0% | -0.1% | +4.1% | +4.0% |
| 30D | +9.5% | +1.5% | +8.0% | +9.4% |
| 3M | +25.1% | +25.7% | -0.6% | +23.4% |
| 6M | -2.9% | +54.5% | -57.4% | -5.3% |
| YTD | +14.7% | +43.2% | -28.4% | +12.3% |
| 1Y | +47.4% | +56.3% | -8.9% | +43.6% |
| 3Y | +259.7% | +86.1% | +173.6% | +242.6% |
| 5Y | +227.7% | -53.6% | +281.2% | +215.9% |
| All | +367.2% | +883.2% | -516.0% | +353.4% |
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 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