+27.2%
NFLX vs GIS
-23.6%
+50.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | -8.1% | -8.6% | +0.5% | -8.3% |
| 30D | -0.3% | -0.5% | +0.1% | -0.3% |
| 3M | -6.6% | +11.9% | -18.5% | -5.7% |
| 6M | -22.7% | -11.6% | -11.1% | -24.0% |
| YTD | -18.9% | -16.3% | -2.6% | -20.8% |
| 1Y | -39.8% | -21.8% | -18.1% | -41.6% |
| 3Y | +71.7% | -35.7% | +107.4% | +62.8% |
| 5Y | +27.2% | -22.9% | +50.1% | +17.6% |
| All | +27.2% | -23.6% | +50.8% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling