+64.2%
NFLX vs GLDM
+221.7%
-157.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | +5.7% | +1.9% | +3.8% | +5.2% |
| 30D | -4.6% | -1.7% | -2.9% | -4.3% |
| 3M | -11.6% | -3.5% | -8.1% | -11.2% |
| 6M | -25.4% | -10.1% | -15.3% | -24.0% |
| YTD | -30.1% | -5.0% | -25.0% | -30.5% |
| 1Y | -40.3% | +2.8% | -43.1% | -41.9% |
| 3Y | +51.6% | +105.1% | -53.5% | +19.9% |
| 5Y | +1.5% | +124.3% | -122.8% | -23.0% |
| All | +64.2% | +221.7% | -157.5% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling