-2.7%
NFLX vs GS
+138.4%
-141.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | +2.1% | -3.2% | +5.4% | +3.3% |
| 30D | -9.0% | -2.4% | -6.6% | -8.4% |
| 3M | -14.0% | -15.7% | +1.8% | -8.8% |
| 6M | -28.2% | -6.8% | -21.4% | -28.0% |
| YTD | -32.4% | -0.1% | -32.3% | -35.5% |
| 1Y | -42.2% | +12.1% | -54.3% | -48.3% |
| 3Y | +45.9% | +185.8% | -139.9% | -28.2% |
| All | -2.7% | +138.4% | -141.1% | -52.9% |
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