-4.1%
NFLX vs GLW
-19.8%
+15.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.7% | -11.0% | -4.6% |
| 7D | -4.2% | +3.8% | -8.0% | -3.7% |
| 30D | +5.5% | -1.3% | +6.8% | +5.4% |
| 3M | -4.1% | -21.8% | +17.7% | -5.6% |
| All | -4.1% | -19.8% | +15.7% | -5.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling