+423.4%
NFLX vs GS
+502.4%
-79.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | -0.7% |
| 7D | +2.6% | +0.8% | +1.7% | +2.2% |
| 30D | -9.0% | +1.2% | -10.3% | -9.6% |
| 3M | -13.7% | -12.4% | -1.3% | -10.1% |
| 6M | -26.9% | -2.3% | -24.6% | -27.6% |
| YTD | -31.8% | +4.6% | -36.4% | -35.0% |
| 1Y | -42.1% | +17.5% | -59.6% | -47.5% |
| 3Y | +47.0% | +202.0% | -155.1% | -11.1% |
| 5Y | -2.5% | +152.4% | -154.9% | -37.8% |
| 10Y | +423.4% | +478.5% | -55.2% | +203.0% |
| All | +423.4% | +502.4% | -79.0% | +203.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling