-35.7%
NFLX vs GEV
+47.9%
-83.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +2.2% |
| 7D | -1.1% | +1.6% | -2.7% | -0.9% |
| 30D | +4.3% | -7.9% | +12.2% | +3.5% |
| 3M | -4.8% | +5.6% | -10.4% | -4.8% |
| 6M | -18.4% | +13.1% | -31.5% | -18.3% |
| YTD | -17.4% | +46.7% | -64.2% | -16.6% |
| 1Y | -35.7% | +51.3% | -87.0% | -33.8% |
| All | -35.7% | +47.9% | -83.6% | -33.8% |
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