-37.8%
NFLX vs GIS
-18.7%
-19.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.5% | -2.9% | -4.9% |
| 7D | -4.2% | -7.8% | +3.6% | -2.9% |
| 30D | +5.5% | +6.6% | -1.1% | +4.4% |
| 3M | -4.1% | +21.0% | -25.0% | -5.2% |
| 6M | -20.7% | -9.1% | -11.6% | -23.2% |
| YTD | -16.5% | -13.6% | -2.9% | -19.7% |
| 1Y | -37.8% | -18.0% | -19.8% | -41.2% |
| All | -37.8% | -18.7% | -19.1% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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