+74.4%
NFLX vs GLD
+126.8%
-52.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -5.2% |
| 7D | -4.2% | -0.5% | -3.7% | -4.2% |
| 30D | +5.5% | +4.4% | +1.1% | +4.8% |
| 3M | -4.1% | -1.1% | -3.0% | -4.1% |
| 6M | -20.7% | -13.8% | -6.9% | -19.3% |
| YTD | -16.5% | +2.6% | -19.2% | -18.1% |
| 1Y | -37.8% | +24.5% | -62.3% | -41.6% |
| All | +74.4% | +126.8% | -52.4% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling