-46.2%
NFLX vs GFS
+22.9%
-69.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -1.2% |
| 7D | -2.0% | +7.4% | -9.4% | -1.0% |
| 30D | -11.9% | -15.3% | +3.3% | -13.7% |
| 3M | -20.6% | -21.1% | +0.5% | -22.6% |
| 6M | -29.0% | -44.5% | +15.5% | -33.3% |
| YTD | -33.7% | +19.2% | -52.9% | -31.4% |
| 1Y | -46.2% | +27.2% | -73.4% | -43.1% |
| All | -46.2% | +22.9% | -69.0% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling