+345.7%
GLW vs ROKU
+915.9%
-570.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -13.9% | +3.5% | -17.4% | -14.2% |
| 30D | -35.0% | +5.1% | -40.1% | -35.3% |
| 3M | -32.4% | +7.0% | -39.3% | -32.9% |
| 6M | -41.3% | +25.4% | -66.8% | -43.0% |
| YTD | +21.8% | +48.0% | -26.1% | +16.0% |
| 1Y | +21.8% | +53.1% | -31.3% | +15.6% |
| 3Y | +307.7% | +92.7% | +215.0% | +267.8% |
| 5Y | +213.7% | -42.4% | +256.1% | +195.4% |
| All | +345.7% | +915.9% | -570.2% | +260.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling