+45.9%
NFLX vs GGLL
+154.9%
-109.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.5% |
| 7D | +2.1% | +3.1% | -1.0% | +1.7% |
| 30D | -9.0% | -36.3% | +27.3% | -4.1% |
| 3M | -14.0% | -40.4% | +26.4% | -8.7% |
| 6M | -28.2% | -54.6% | +26.5% | -21.5% |
| YTD | -32.4% | -31.1% | -1.2% | -30.9% |
| 1Y | -42.2% | -19.2% | -23.0% | -42.7% |
| 3Y | +45.9% | +151.5% | -105.7% | +8.4% |
| All | +45.9% | +154.9% | -109.1% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling