-39.3%
NFLX vs GS
+21.8%
-61.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +5.1% |
| 7D | +7.1% | +0.3% | +6.8% | +7.1% |
| 30D | -1.6% | +3.9% | -5.5% | -1.2% |
| 3M | -9.8% | -11.4% | +1.7% | -11.1% |
| 6M | -27.1% | +3.7% | -30.8% | -26.0% |
| YTD | -29.2% | +7.1% | -36.3% | -28.9% |
| 1Y | -39.3% | +19.7% | -58.9% | -40.5% |
| All | -39.3% | +21.8% | -61.0% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 1y: compounded portfolio wealth divided by compounded GS 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…
1y analysis · Full analysis span regression · 6 months rolling