+681.4%
NFLX vs GM
+240.0%
+441.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | -1.1% | -2.4% | +1.4% | -0.5% |
| 30D | +4.3% | -1.1% | +5.4% | +4.5% |
| 3M | -4.8% | +6.1% | -10.9% | -6.3% |
| 6M | -18.4% | +15.0% | -33.4% | -21.7% |
| YTD | -17.4% | +6.0% | -23.4% | -19.5% |
| 1Y | -35.7% | +47.1% | -82.8% | -42.6% |
| 3Y | +73.8% | +170.5% | -96.7% | +26.8% |
| 5Y | +29.3% | +80.5% | -51.2% | +2.9% |
| All | +681.4% | +240.0% | +441.4% | +484.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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