+224.3%
GLD vs ROKU
+875.4%
-651.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.7% |
| 7D | -3.4% | -2.6% | -0.7% | -3.3% |
| 30D | -1.1% | +2.1% | -3.3% | -1.2% |
| 3M | +5.8% | +31.8% | -26.0% | +5.3% |
| 6M | -17.1% | +53.3% | -70.3% | -17.6% |
| YTD | 0.0% | +42.1% | -42.0% | -0.6% |
| 1Y | +18.2% | +62.3% | -44.1% | +17.3% |
| 3Y | +122.6% | +84.6% | +37.9% | +119.6% |
| 5Y | +137.1% | -53.1% | +190.1% | +135.6% |
| All | +224.3% | +875.4% | -651.1% | +215.0% |
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