-37.8%
NFLX vs GWRE
-25.4%
-12.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -19.9% | +14.6% | -2.4% |
| 7D | -4.2% | -21.1% | +16.9% | -1.1% |
| 30D | +5.5% | +1.3% | +4.2% | +5.1% |
| 3M | -4.1% | +7.4% | -11.5% | -6.2% |
| 6M | -20.7% | +5.6% | -26.3% | -22.1% |
| YTD | -16.5% | -19.2% | +2.7% | -18.5% |
| 1Y | -37.8% | -25.1% | -12.6% | -38.4% |
| All | -37.8% | -25.4% | -12.4% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling