-37.8%
NFLX vs GGLL
+80.0%
-117.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -3.0% | -5.2% |
| 7D | -4.2% | -4.8% | +0.5% | -4.0% |
| 30D | +5.5% | -13.7% | +19.1% | +6.3% |
| 3M | -4.1% | -21.9% | +17.8% | -2.9% |
| 6M | -20.7% | +11.7% | -32.3% | -21.2% |
| YTD | -16.5% | +2.3% | -18.8% | -17.1% |
| 1Y | -37.8% | +76.2% | -113.9% | -39.0% |
| All | -37.8% | +80.0% | -117.7% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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