+681.4%
NFLX vs GFI
+1,066.8%
-385.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.9% |
| 7D | -1.1% | -4.9% | +3.8% | -0.8% |
| 30D | +4.3% | +10.7% | -6.4% | +3.6% |
| 3M | -4.8% | +25.6% | -30.4% | -6.2% |
| 6M | -18.4% | -8.3% | -10.2% | -18.5% |
| YTD | -17.4% | +6.3% | -23.8% | -18.5% |
| 1Y | -35.7% | +22.1% | -57.8% | -37.2% |
| 3Y | +73.8% | +289.2% | -215.4% | +56.0% |
| 5Y | +29.3% | +531.7% | -502.4% | +11.4% |
| All | +681.4% | +1,066.8% | -385.4% | +580.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling