+73.4%
NFLX vs GAP
+113.8%
-40.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -5.0% | +1.7% | -6.7% | -5.1% |
| 30D | +3.5% | +9.3% | -5.8% | +3.0% |
| 3M | -7.1% | +6.1% | -13.2% | -7.5% |
| 6M | -22.5% | -2.3% | -20.2% | -22.7% |
| YTD | -18.1% | -10.6% | -7.5% | -18.0% |
| 1Y | -38.3% | -4.4% | -33.9% | -38.5% |
| 3Y | +73.4% | +118.3% | -44.9% | +67.7% |
| All | +73.4% | +113.8% | -40.4% | +67.7% |
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