+452.9%
NFLX vs GAP
+2.4%
+450.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.7% |
| 7D | -4.4% | -5.2% | +0.8% | -3.8% |
| 30D | -11.0% | -6.9% | -4.1% | -10.4% |
| 3M | -15.5% | +5.7% | -21.2% | -16.1% |
| 6M | -28.5% | +0.9% | -29.4% | -28.9% |
| YTD | -33.1% | -14.5% | -18.7% | -32.6% |
| 1Y | -45.8% | -12.1% | -33.7% | -45.7% |
| 3Y | +40.2% | +72.2% | -32.0% | +25.6% |
| 5Y | -8.2% | +4.5% | -12.7% | -18.5% |
| All | +452.9% | +2.4% | +450.5% | +404.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling