+70.7%
NFLX vs GFS
-21.4%
+92.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.0% |
| 7D | -8.1% | +4.5% | -12.6% | -8.3% |
| 30D | -0.3% | -8.2% | +7.9% | 0.0% |
| 3M | -6.6% | -38.9% | +32.2% | -4.7% |
| 6M | -22.7% | -2.9% | -19.8% | -25.6% |
| YTD | -18.9% | +31.8% | -50.7% | -26.0% |
| 1Y | -39.8% | +43.1% | -82.9% | -46.1% |
| All | +70.7% | -21.4% | +92.1% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling