+39.8%
NFLX vs GS
+202.3%
-162.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.0% | +5.9% | -7.8% | -3.0% |
| 30D | -11.9% | +4.3% | -16.2% | -12.7% |
| 3M | -20.6% | -11.7% | -8.9% | -19.0% |
| 6M | -29.0% | -3.2% | -25.8% | -29.4% |
| YTD | -33.7% | +5.8% | -39.5% | -36.3% |
| 1Y | -46.2% | +16.0% | -62.2% | -50.0% |
| 3Y | +39.8% | +199.8% | -160.0% | +15.1% |
| All | +39.8% | +202.3% | -162.5% | +15.1% |
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