+25.1%
NFLX vs GEV
+748.2%
-723.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.2% |
| 7D | -5.0% | +8.1% | -13.1% | -5.8% |
| 30D | +3.5% | -1.9% | +5.5% | +3.6% |
| 3M | -7.1% | +4.1% | -11.2% | -8.8% |
| 6M | -22.5% | +23.2% | -45.7% | -26.6% |
| YTD | -18.1% | +48.9% | -67.0% | -25.5% |
| 1Y | -38.3% | +62.2% | -100.5% | -45.6% |
| All | +25.1% | +748.2% | -723.1% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling