-7.8%
NFLX vs GFS
-11.4%
+3.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.4% |
| 7D | -2.0% | +7.4% | -9.4% | -3.2% |
| 30D | -11.9% | -15.3% | +3.3% | -9.8% |
| 3M | -20.6% | -21.1% | +0.5% | -17.9% |
| 6M | -29.0% | -44.5% | +15.5% | -23.2% |
| YTD | -33.7% | +19.2% | -52.9% | -42.8% |
| 1Y | -46.2% | +27.2% | -73.4% | -54.6% |
| 3Y | +39.8% | -20.1% | +59.9% | +28.7% |
| 5Y | -9.0% | -25.6% | +16.6% | -18.1% |
| All | -7.8% | -11.4% | +3.6% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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