-2.2%
NFLX vs GS
+155.4%
-157.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.3% | +1.6% | -1.8% | -0.9% |
| 30D | -10.0% | +1.7% | -11.7% | -10.8% |
| 3M | -17.1% | -11.6% | -5.5% | -13.6% |
| 6M | -27.7% | -1.9% | -25.8% | -28.9% |
| YTD | -32.5% | +5.1% | -37.6% | -36.8% |
| 1Y | -43.5% | +16.4% | -59.9% | -50.1% |
| 3Y | +41.4% | +199.0% | -157.5% | -31.4% |
| 5Y | -2.2% | +157.4% | -159.6% | -53.7% |
| All | -2.2% | +155.4% | -157.6% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling