+23.9%
NFLX vs GEV
+706.8%
-682.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.3% |
| 7D | -8.1% | -1.9% | -6.2% | -7.9% |
| 30D | +1.6% | -8.7% | +10.3% | +2.5% |
| 3M | -7.3% | +6.6% | -13.9% | -9.5% |
| 6M | -21.6% | +10.2% | -31.8% | -24.5% |
| YTD | -18.9% | +41.6% | -60.6% | -25.9% |
| 1Y | -39.1% | +43.9% | -83.0% | -45.0% |
| All | +23.9% | +706.8% | -682.9% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling