+27.2%
NFLX vs GH
+24.4%
+2.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | -8.1% | -0.2% | -7.9% | -8.1% |
| 30D | -0.3% | -2.6% | +2.3% | 0.0% |
| 3M | -6.6% | +25.1% | -31.7% | -10.9% |
| 6M | -22.7% | +78.5% | -101.2% | -31.6% |
| YTD | -18.9% | +59.4% | -78.3% | -27.1% |
| 1Y | -39.8% | +173.9% | -213.7% | -52.3% |
| 3Y | +71.7% | +382.7% | -311.0% | +11.9% |
| 5Y | +27.2% | +24.4% | +2.8% | 0.0% |
| All | +27.2% | +24.4% | +2.8% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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