+139.3%
GS vs ROKU
-42.6%
+182.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.2% | +3.5% | -6.7% | -3.7% |
| 30D | -2.4% | +5.1% | -7.5% | -3.2% |
| 3M | -15.7% | +7.0% | -22.7% | -16.7% |
| 6M | -6.8% | +25.4% | -32.2% | -10.5% |
| YTD | -0.1% | +48.0% | -48.0% | -7.0% |
| 1Y | +12.1% | +53.1% | -41.0% | +3.6% |
| 3Y | +185.8% | +92.7% | +93.1% | +145.2% |
| All | +139.3% | -42.6% | +182.0% | +118.1% |
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 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