+681.4%
NFLX vs GIS
-19.5%
+701.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -1.1% | -6.4% | +5.3% | -0.5% |
| 30D | +4.3% | -6.1% | +10.4% | +4.9% |
| 3M | -4.8% | +7.8% | -12.6% | -5.3% |
| 6M | -18.4% | -8.8% | -9.6% | -18.0% |
| YTD | -17.4% | -19.1% | +1.7% | -16.4% |
| 1Y | -35.7% | -24.8% | -10.9% | -34.6% |
| 3Y | +73.8% | -37.6% | +111.3% | +78.0% |
| 5Y | +29.3% | -25.4% | +54.7% | +26.5% |
| All | +681.4% | -19.5% | +701.0% | +648.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling