+670.3%
NFLX vs GLW
+839.7%
-169.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.6% | -9.4% | -3.7% |
| 7D | -5.0% | +14.0% | -19.0% | -8.2% |
| 30D | +3.5% | +0.4% | +3.2% | +2.6% |
| 3M | -7.1% | -11.3% | +4.2% | -8.6% |
| 6M | -22.5% | +35.1% | -57.5% | -36.7% |
| YTD | -18.1% | +90.5% | -108.7% | -43.1% |
| 1Y | -38.3% | +132.0% | -170.4% | -61.1% |
| 3Y | +73.4% | +463.3% | -389.9% | -28.3% |
| 5Y | +26.7% | +382.5% | -355.8% | -44.2% |
| 10Y | +670.3% | +837.6% | -167.3% | +119.3% |
| All | +670.3% | +839.7% | -169.4% | +119.3% |
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