+220.4%
GDXJ vs ROKU
-52.4%
+272.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | -2.8% | -0.4% | -2.4% | -2.8% |
| 30D | +5.0% | +2.1% | +2.9% | +4.7% |
| 3M | +24.1% | +29.5% | -5.4% | +19.7% |
| 6M | -7.4% | +53.8% | -61.1% | -12.3% |
| YTD | +10.2% | +42.8% | -32.6% | +5.0% |
| 1Y | +42.5% | +60.7% | -18.2% | +34.0% |
| 3Y | +285.7% | +83.9% | +201.8% | +245.6% |
| All | +220.4% | -52.4% | +272.9% | +204.1% |
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