+452.9%
NFLX vs GS
+450.3%
+2.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.4% | -2.4% |
| 7D | -4.4% | +5.1% | -9.5% | -6.0% |
| 30D | -11.0% | +2.4% | -13.5% | -12.0% |
| 3M | -15.5% | -11.5% | -4.0% | -12.2% |
| 6M | -28.5% | -2.5% | -26.0% | -29.1% |
| YTD | -33.1% | +5.5% | -38.6% | -36.5% |
| 1Y | -45.8% | +11.0% | -56.9% | -49.8% |
| 3Y | +40.2% | +200.1% | -159.9% | -15.5% |
| 5Y | -8.2% | +154.7% | -162.9% | -41.9% |
| All | +452.9% | +450.3% | +2.6% | +182.8% |
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