+667.4%
NFLX vs GAP
+27.6%
+639.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | -8.1% | -6.3% | -1.7% | -7.5% |
| 30D | +1.6% | -0.2% | +1.9% | +1.6% |
| 3M | -7.3% | 0.0% | -7.3% | -7.4% |
| 6M | -21.6% | -8.1% | -13.5% | -21.4% |
| YTD | -18.9% | -16.5% | -2.5% | -18.1% |
| 1Y | -39.1% | -10.5% | -28.6% | -39.1% |
| 3Y | +71.7% | +104.0% | -32.3% | +50.9% |
| 5Y | +27.0% | +6.8% | +20.2% | +12.9% |
| All | +667.4% | +27.6% | +639.8% | +594.0% |
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