+23.5%
NFLX vs GTLB
-47.1%
+70.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.1% | -6.4% | -5.5% |
| 7D | -4.2% | +11.1% | -15.3% | -6.2% |
| 30D | +5.5% | +37.8% | -32.3% | -1.1% |
| 3M | -4.1% | +61.6% | -65.6% | -13.0% |
| 6M | -20.7% | +98.9% | -119.6% | -31.7% |
| YTD | -16.5% | +32.8% | -49.3% | -22.8% |
| 1Y | -37.8% | +14.7% | -52.4% | -41.1% |
| 3Y | +77.9% | +1.3% | +76.5% | +61.6% |
| All | +23.5% | -47.1% | +70.6% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 all: compounded portfolio wealth divided by compounded GTLB 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…
all analysis · Full analysis span regression · 6 months rolling