+24.5%
GLD vs ROKU
+57.7%
-33.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -0.5% | -1.3% | +0.8% | -0.3% |
| 30D | +4.4% | +5.9% | -1.5% | +3.5% |
| 3M | -1.1% | +23.9% | -25.0% | -4.5% |
| 6M | -13.8% | +59.6% | -73.3% | -20.4% |
| YTD | +2.6% | +43.4% | -40.8% | -4.8% |
| 1Y | +24.5% | +60.2% | -35.6% | +15.3% |
| All | +24.5% | +57.7% | -33.2% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling