+3,092.5%
NFLX vs GM
+230.9%
+2,861.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.4% | -1.3% |
| 7D | -5.0% | +0.4% | -5.4% | -5.1% |
| 30D | +3.5% | -1.8% | +5.4% | +4.0% |
| 3M | -7.1% | +2.6% | -9.7% | -8.1% |
| 6M | -22.5% | +14.6% | -37.0% | -26.1% |
| YTD | -18.1% | +6.2% | -24.3% | -20.6% |
| 1Y | -38.3% | +48.7% | -87.0% | -46.3% |
| 3Y | +73.4% | +168.3% | -94.9% | +20.5% |
| 5Y | +26.7% | +82.8% | -56.1% | -2.3% |
| 10Y | +670.3% | +226.2% | +444.1% | +348.0% |
| All | +3,092.5% | +230.9% | +2,861.6% | +1,586.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling