+681.4%
NFLX vs GWRE
+131.0%
+550.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | -1.1% | -13.2% | +12.2% | +4.5% |
| 30D | +4.3% | -18.6% | +22.9% | +11.5% |
| 3M | -4.8% | +18.9% | -23.7% | -13.9% |
| 6M | -18.4% | -11.0% | -7.5% | -19.3% |
| YTD | -17.4% | -29.9% | +12.4% | -9.9% |
| 1Y | -35.7% | -44.3% | +8.7% | -22.3% |
| 3Y | +73.8% | +51.7% | +22.1% | +17.5% |
| 5Y | +29.3% | +15.4% | +13.8% | -2.6% |
| All | +681.4% | +131.0% | +550.4% | +324.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling