-21.9%
NFLX vs GEV
+24.3%
-46.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -1.4% |
| 7D | -5.0% | +8.1% | -13.1% | -3.9% |
| 30D | +3.5% | -1.9% | +5.5% | +3.3% |
| 3M | -7.1% | +4.1% | -11.2% | -7.7% |
| All | -21.9% | +24.3% | -46.2% | -23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling