+74.4%
NFLX vs GS
+239.2%
-164.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.4% |
| 7D | -4.2% | +0.9% | -5.2% | -4.4% |
| 30D | +5.5% | -1.6% | +7.0% | +5.7% |
| 3M | -4.1% | -4.5% | +0.4% | -3.5% |
| 6M | -20.7% | +20.9% | -41.6% | -24.7% |
| YTD | -16.5% | +19.9% | -36.4% | -21.4% |
| 1Y | -37.8% | +41.4% | -79.2% | -44.8% |
| All | +74.4% | +239.2% | -164.8% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling