+176.9%
NFLX vs GGLL
+188.6%
-11.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.5% |
| 7D | +2.1% | +3.1% | -1.0% | +1.6% |
| 30D | -9.0% | -36.3% | +27.3% | -2.4% |
| 3M | -14.0% | -40.4% | +26.4% | -6.7% |
| 6M | -28.2% | -54.6% | +26.5% | -19.0% |
| YTD | -32.4% | -31.1% | -1.2% | -30.6% |
| 1Y | -42.2% | -19.2% | -23.0% | -43.1% |
| 3Y | +45.9% | +151.5% | -105.7% | -2.0% |
| All | +176.9% | +188.6% | -11.7% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling