-8.2%
NFLX vs GLD
+104.5%
-112.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.3% |
| 7D | -4.4% | -5.5% | +1.1% | -3.3% |
| 30D | -11.0% | -7.0% | -4.0% | -9.9% |
| 3M | -15.5% | -12.4% | -3.2% | -13.6% |
| 6M | -28.5% | -18.0% | -10.5% | -26.0% |
| YTD | -33.1% | -10.5% | -22.7% | -33.1% |
| 1Y | -45.8% | -8.1% | -37.8% | -46.3% |
| 3Y | +40.2% | +97.7% | -57.5% | +6.1% |
| 5Y | -8.2% | +103.4% | -111.6% | -37.8% |
| All | -8.2% | +104.5% | -112.7% | -37.8% |
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 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