+434.6%
GS vs ROKU
+883.2%
-448.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | +0.2% | +1.5% | -1.3% | 0.0% |
| 3M | -0.3% | +25.7% | -26.0% | -3.1% |
| 6M | +27.4% | +54.5% | -27.1% | +21.0% |
| YTD | +19.6% | +43.2% | -23.5% | +14.4% |
| 1Y | +42.5% | +56.3% | -13.8% | +34.6% |
| 3Y | +240.4% | +86.1% | +154.3% | +207.2% |
| 5Y | +188.9% | -53.6% | +242.5% | +175.5% |
| All | +434.6% | +883.2% | -448.5% | +324.3% |
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