+448.2%
NFLX vs GIS
-16.9%
+465.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.1% |
| 7D | -2.0% | -3.4% | +1.4% | -1.6% |
| 30D | -11.9% | +6.9% | -18.8% | -12.5% |
| 3M | -20.6% | -10.1% | -10.4% | -19.9% |
| 6M | -29.0% | +5.9% | -34.9% | -29.3% |
| YTD | -33.7% | -21.1% | -12.6% | -32.8% |
| 1Y | -46.2% | -22.5% | -23.7% | -45.4% |
| 3Y | +39.8% | -39.0% | +78.8% | +43.2% |
| 5Y | -9.0% | -33.3% | +24.4% | -9.2% |
| All | +448.2% | -16.9% | +465.1% | +406.5% |
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