-37.8%
NFLX vs GAP
+1.5%
-39.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.5% | -5.8% | -5.4% |
| 7D | -4.2% | -4.5% | +0.2% | -3.9% |
| 30D | +5.5% | +9.0% | -3.6% | +4.7% |
| 3M | -4.1% | +5.0% | -9.1% | -4.7% |
| 6M | -20.7% | -17.8% | -2.9% | -20.4% |
| YTD | -16.5% | -10.4% | -6.1% | -16.7% |
| 1Y | -37.8% | -3.4% | -34.4% | -39.2% |
| All | -37.8% | +1.5% | -39.3% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling