+452.9%
NFLX vs GLW
+554.5%
-101.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.7% |
| 7D | -4.4% | +15.5% | -19.9% | -7.5% |
| 30D | -11.0% | -19.6% | +8.5% | -7.3% |
| 3M | -15.5% | -28.5% | +13.0% | -10.9% |
| 6M | -28.5% | -39.5% | +11.0% | -25.0% |
| YTD | -33.1% | +37.2% | -70.3% | -50.6% |
| 1Y | -45.8% | +35.4% | -81.3% | -60.1% |
| 3Y | +40.2% | +359.7% | -319.5% | -41.5% |
| 5Y | -8.2% | +244.0% | -252.2% | -56.6% |
| All | +452.9% | +554.5% | -101.5% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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