+1.5%
NFLX vs GS
+138.4%
-136.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.4% | +5.1% | +1.1% |
| 7D | +5.7% | -6.3% | +12.0% | +8.1% |
| 30D | -4.6% | -3.1% | -1.4% | -3.7% |
| 3M | -11.6% | -17.7% | +6.0% | -5.5% |
| 6M | -25.4% | -4.6% | -20.9% | -26.0% |
| YTD | -30.1% | +0.3% | -30.4% | -33.4% |
| 1Y | -40.3% | +11.7% | -52.0% | -46.5% |
| 3Y | +51.6% | +183.6% | -131.9% | -24.8% |
| 5Y | +1.5% | +141.0% | -139.4% | -51.1% |
| All | +1.5% | +138.4% | -136.9% | -51.1% |
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 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