-8.2%
NFLX vs GFS
-23.1%
+14.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.8% |
| 7D | -4.4% | +17.2% | -21.6% | -7.1% |
| 30D | -11.0% | -8.7% | -2.3% | -10.0% |
| 3M | -15.5% | -19.7% | +4.1% | -12.9% |
| 6M | -28.5% | -40.7% | +12.2% | -23.6% |
| YTD | -33.1% | +22.5% | -55.7% | -42.9% |
| 1Y | -45.8% | +25.2% | -71.1% | -54.3% |
| 3Y | +40.2% | -17.7% | +57.8% | +27.8% |
| 5Y | -8.2% | -23.5% | +15.4% | -20.5% |
| All | -8.2% | -23.1% | +14.9% | -20.5% |
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