+39.8%
NFLX vs GAP
+70.6%
-30.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.8% |
| 7D | -2.0% | -1.9% | -0.1% | -1.9% |
| 30D | -11.9% | -7.1% | -4.9% | -11.5% |
| 3M | -20.6% | +4.1% | -24.7% | -20.8% |
| 6M | -29.0% | +1.9% | -30.9% | -29.2% |
| YTD | -33.7% | -15.2% | -18.5% | -33.4% |
| 1Y | -46.2% | -10.6% | -35.5% | -46.1% |
| 3Y | +39.8% | +74.6% | -34.8% | +37.8% |
| All | +39.8% | +70.6% | -30.8% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling