+20.7%
GLD vs ROKU
+53.9%
-33.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | +0.1% | -3.0% | +3.2% | +0.6% |
| 30D | +0.2% | +0.7% | -0.5% | +0.1% |
| 3M | +3.2% | +26.5% | -23.2% | -0.8% |
| 6M | -14.6% | +52.6% | -67.3% | -20.8% |
| YTD | +1.8% | +40.9% | -39.2% | -5.4% |
| 1Y | +20.7% | +57.6% | -36.9% | +12.1% |
| All | +20.7% | +53.9% | -33.2% | +12.1% |
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 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