+409.0%
NFLX vs GD
+190.6%
+218.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.6% | -3.1% |
| 7D | +2.1% | -5.0% | +7.1% | +3.8% |
| 30D | -9.0% | +8.9% | -17.9% | -11.7% |
| 3M | -14.0% | -8.0% | -5.9% | -11.7% |
| 6M | -28.2% | +2.9% | -31.1% | -29.1% |
| YTD | -32.4% | +7.1% | -39.4% | -34.4% |
| 1Y | -42.2% | +5.9% | -48.1% | -43.8% |
| 3Y | +45.9% | +53.9% | -8.0% | +22.4% |
| 5Y | -1.8% | +95.4% | -97.2% | -24.8% |
| All | +409.0% | +190.6% | +218.4% | +325.9% |
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