-8.2%
NFLX vs GAP
+3.6%
-11.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.7% |
| 7D | -4.4% | -5.2% | +0.8% | -3.6% |
| 30D | -11.0% | -6.9% | -4.1% | -10.0% |
| 3M | -15.5% | +5.7% | -21.2% | -16.5% |
| 6M | -28.5% | +0.9% | -29.4% | -29.1% |
| YTD | -33.1% | -14.5% | -18.7% | -32.4% |
| 1Y | -45.8% | -12.1% | -33.7% | -45.6% |
| 3Y | +40.2% | +72.2% | -32.0% | +11.4% |
| 5Y | -8.2% | +4.5% | -12.7% | -32.6% |
| All | -8.2% | +3.6% | -11.7% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling