+394.5%
GLW vs ROKU
-54.3%
+448.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | +16.9% | -3.0% | +19.9% | +17.4% |
| 30D | +7.0% | +0.7% | +6.3% | +6.8% |
| 3M | -3.0% | +26.5% | -29.4% | -6.5% |
| 6M | +31.0% | +52.6% | -21.7% | +22.9% |
| YTD | +93.4% | +40.9% | +52.5% | +82.8% |
| 1Y | +134.7% | +57.6% | +77.1% | +118.2% |
| 3Y | +471.8% | +83.2% | +388.6% | +400.3% |
| 5Y | +394.5% | -54.8% | +449.3% | +337.5% |
| All | +394.5% | -54.3% | +448.8% | +337.5% |
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