+27.0%
NFLX vs GM
+84.5%
-57.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.9% |
| 7D | -8.1% | -1.1% | -7.0% | -7.8% |
| 30D | +1.6% | -3.4% | +5.0% | +2.6% |
| 3M | -7.3% | +8.7% | -16.0% | -9.8% |
| 6M | -21.6% | +15.4% | -37.0% | -25.7% |
| YTD | -18.9% | +6.6% | -25.5% | -21.6% |
| 1Y | -39.1% | +51.5% | -90.6% | -48.4% |
| 3Y | +71.7% | +169.3% | -97.7% | +5.9% |
| 5Y | +27.0% | +81.6% | -54.6% | -6.4% |
| All | +27.0% | +84.5% | -57.6% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling