+58.8%
NFLX vs GLDM
+219.1%
-160.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | +2.1% | +4.7% | -2.5% | +1.2% |
| 30D | -9.0% | -0.9% | -8.2% | -8.9% |
| 3M | -14.0% | -4.3% | -9.6% | -13.4% |
| 6M | -28.2% | -13.4% | -14.8% | -26.3% |
| YTD | -32.4% | -5.8% | -26.6% | -32.7% |
| 1Y | -42.2% | +2.1% | -44.3% | -43.7% |
| 3Y | +45.9% | +105.0% | -59.2% | +15.3% |
| 5Y | -1.8% | +122.5% | -124.3% | -25.4% |
| All | +58.8% | +219.1% | -160.3% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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