+37,137.4%
NFLX vs GLD
+738.4%
+36,398.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | +2.1% | +4.7% | -2.6% | +1.9% |
| 30D | -9.0% | -0.9% | -8.1% | -9.0% |
| 3M | -14.0% | -4.4% | -9.5% | -13.8% |
| 6M | -28.2% | -13.6% | -14.6% | -27.7% |
| YTD | -32.4% | -6.0% | -26.4% | -32.3% |
| 1Y | -42.2% | +1.8% | -44.0% | -42.4% |
| 3Y | +45.9% | +103.2% | -57.3% | +41.1% |
| 5Y | -1.8% | +119.3% | -121.1% | -5.4% |
| 10Y | +419.6% | +199.5% | +220.1% | +406.7% |
| All | +37,137.4% | +738.4% | +36,398.9% | +35,321.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling