-39.1%
NFLX vs GIS
-23.7%
-15.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.5% |
| 7D | -8.1% | -8.4% | +0.3% | -6.5% |
| 30D | +1.6% | -5.2% | +6.8% | +2.6% |
| 3M | -7.3% | +8.2% | -15.5% | -7.4% |
| 6M | -21.6% | -12.0% | -9.6% | -22.9% |
| YTD | -18.9% | -18.9% | -0.1% | -21.1% |
| 1Y | -39.1% | -23.6% | -15.5% | -41.9% |
| All | -39.1% | -23.7% | -15.4% | -41.9% |
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