-2.7%
NFLX vs GLD
+118.6%
-121.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | +2.1% | +4.7% | -2.6% | +1.3% |
| 30D | -9.0% | -0.9% | -8.1% | -8.9% |
| 3M | -14.0% | -4.4% | -9.5% | -13.4% |
| 6M | -28.2% | -13.6% | -14.6% | -26.4% |
| YTD | -32.4% | -6.0% | -26.4% | -33.0% |
| 1Y | -42.2% | +1.8% | -44.0% | -44.0% |
| 3Y | +45.9% | +103.2% | -57.3% | +10.3% |
| All | -2.7% | +118.6% | -121.2% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling