+23.9%
NFLX vs GEV
+730.5%
-706.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.7% |
| 7D | -8.1% | +3.2% | -11.3% | -8.4% |
| 30D | -0.3% | -4.0% | +3.7% | 0.0% |
| 3M | -6.6% | +3.4% | -10.0% | -8.3% |
| 6M | -22.7% | +14.7% | -37.4% | -26.0% |
| YTD | -18.9% | +45.8% | -64.7% | -26.1% |
| 1Y | -39.8% | +57.4% | -97.2% | -46.7% |
| All | +23.9% | +730.5% | -706.6% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling