+124.5%
GLD vs ROKU
+86.5%
+37.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | +0.7% | -0.1% | +0.9% | +0.8% |
| 30D | +0.3% | +1.5% | -1.1% | +0.3% |
| 3M | +0.6% | +25.7% | -25.1% | -0.2% |
| 6M | -15.6% | +54.5% | -70.0% | -16.8% |
| YTD | +0.9% | +43.2% | -42.3% | -0.6% |
| 1Y | +19.4% | +56.3% | -36.9% | +17.5% |
| 3Y | +124.5% | +86.1% | +38.4% | +115.4% |
| All | +124.5% | +86.5% | +37.9% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling