+253.7%
ROKU vs GLDM
+248.1%
+5.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +5.9% | +4.4% | +1.5% | +4.4% |
| 3M | +23.9% | -1.1% | +24.9% | +24.0% |
| 6M | +59.6% | -13.7% | +73.2% | +66.0% |
| YTD | +43.4% | +2.8% | +40.6% | +42.5% |
| 1Y | +60.2% | +24.8% | +35.3% | +50.7% |
| 3Y | +90.4% | +127.8% | -37.4% | +43.0% |
| 5Y | -54.5% | +141.1% | -195.7% | -67.3% |
| All | +253.7% | +248.1% | +5.6% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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