+670.3%
NFLX vs GLD
+211.9%
+458.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.5% |
| 7D | -5.0% | +0.7% | -5.7% | -5.1% |
| 30D | +3.5% | +0.3% | +3.2% | +3.4% |
| 3M | -7.1% | +0.6% | -7.7% | -7.4% |
| 6M | -22.5% | -15.6% | -6.9% | -19.8% |
| YTD | -18.1% | +0.9% | -19.0% | -19.5% |
| 1Y | -38.3% | +19.4% | -57.7% | -42.2% |
| 3Y | +73.4% | +124.5% | -51.1% | +34.4% |
| 5Y | +26.7% | +138.9% | -112.3% | -4.9% |
| 10Y | +670.3% | +213.3% | +457.0% | +461.6% |
| All | +670.3% | +211.9% | +458.4% | +461.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 GLD 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