+681.8%
NFLX vs GD
+190.3%
+491.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.6% | -4.8% |
| 7D | -4.2% | -5.3% | +1.0% | -2.5% |
| 30D | +5.5% | -6.4% | +11.9% | +7.8% |
| 3M | -4.1% | +5.7% | -9.8% | -6.0% |
| 6M | -20.7% | -0.9% | -19.7% | -20.8% |
| YTD | -16.5% | +8.2% | -24.7% | -19.2% |
| 1Y | -37.8% | +13.4% | -51.2% | -40.9% |
| 3Y | +77.9% | +68.5% | +9.4% | +43.7% |
| 5Y | +32.5% | +97.2% | -64.6% | +0.8% |
| All | +681.8% | +190.3% | +491.5% | +447.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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