-42.2%
NFLX vs GD
+5.1%
-47.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.6% | -3.2% |
| 7D | +2.1% | -5.0% | +7.1% | +2.7% |
| 30D | -9.0% | +8.9% | -17.9% | -10.3% |
| 3M | -14.0% | -8.0% | -5.9% | -13.2% |
| 6M | -28.2% | +2.9% | -31.1% | -28.6% |
| YTD | -32.4% | +7.1% | -39.4% | -30.9% |
| 1Y | -42.2% | +5.9% | -48.1% | -41.0% |
| All | -42.2% | +5.1% | -47.3% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling