-39.3%
NFLX vs GEV
+46.2%
-85.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -9.3% | +14.0% | +3.2% |
| 7D | +7.1% | -5.1% | +12.2% | +6.3% |
| 30D | -1.6% | -15.8% | +14.2% | -3.8% |
| 3M | -9.8% | -18.2% | +8.4% | -11.7% |
| 6M | -27.1% | -22.4% | -4.7% | -28.7% |
| YTD | -29.2% | +27.7% | -56.9% | -27.4% |
| 1Y | -39.3% | +52.4% | -91.6% | -37.2% |
| All | -39.3% | +46.2% | -85.5% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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