+14.8%
NFLX vs GFS
0.0%
+14.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.3% | +1.4% |
| 7D | -1.1% | +3.8% | -4.9% | -1.8% |
| 30D | +4.3% | -11.7% | +16.0% | +6.6% |
| 3M | -4.8% | -41.8% | +37.0% | +4.5% |
| 6M | -18.4% | +6.6% | -25.1% | -24.7% |
| YTD | -17.4% | +34.6% | -52.1% | -29.7% |
| 1Y | -35.7% | +46.2% | -81.8% | -47.0% |
| 3Y | +73.8% | -20.3% | +94.1% | +64.8% |
| All | +14.8% | 0.0% | +14.8% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling