+12.8%
NFLX vs GFS
-2.1%
+14.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -8.1% | +3.2% | -11.3% | -8.6% |
| 30D | +1.6% | -9.6% | +11.2% | +3.3% |
| 3M | -7.3% | -38.5% | +31.2% | +0.3% |
| 6M | -21.6% | -1.3% | -20.3% | -26.3% |
| YTD | -18.9% | +31.8% | -50.7% | -30.6% |
| 1Y | -39.1% | +44.6% | -83.6% | -49.8% |
| 3Y | +71.7% | -20.6% | +92.3% | +62.3% |
| All | +12.8% | -2.1% | +14.9% | +2.3% |
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