+409.0%
NFLX vs GS
+494.8%
-85.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | +2.1% | -3.2% | +5.4% | +3.2% |
| 30D | -9.0% | -2.4% | -6.6% | -8.5% |
| 3M | -14.0% | -15.7% | +1.8% | -9.1% |
| 6M | -28.2% | -6.8% | -21.4% | -27.7% |
| YTD | -32.4% | -0.1% | -32.3% | -34.5% |
| 1Y | -42.2% | +12.1% | -54.3% | -46.7% |
| 3Y | +45.9% | +185.8% | -139.9% | -9.6% |
| 5Y | -1.8% | +140.1% | -141.9% | -36.0% |
| All | +409.0% | +494.8% | -85.8% | +203.7% |
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