+60.1%
NFLX vs GLDM
+225.0%
-164.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.5% |
| 7D | +2.6% | +5.0% | -2.4% | +1.6% |
| 30D | -9.0% | -1.3% | -7.7% | -8.8% |
| 3M | -13.7% | -4.7% | -9.0% | -13.1% |
| 6M | -26.9% | -12.4% | -14.5% | -25.1% |
| YTD | -31.8% | -4.1% | -27.7% | -32.4% |
| 1Y | -42.1% | +3.3% | -45.4% | -43.7% |
| 3Y | +47.0% | +110.9% | -64.0% | +15.4% |
| 5Y | -2.5% | +124.8% | -127.3% | -26.1% |
| All | +60.1% | +225.0% | -164.9% | +26.0% |
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