+5,499.9%
NFLX vs GWRE
+749.2%
+4,750.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.0% | +4.0% | +0.8% |
| 7D | -8.1% | -26.2% | +18.1% | +1.5% |
| 30D | -0.3% | -17.8% | +17.4% | +5.5% |
| 3M | -6.6% | +14.2% | -20.8% | -13.2% |
| 6M | -22.7% | -12.9% | -9.8% | -22.6% |
| YTD | -18.9% | -29.2% | +10.3% | -12.9% |
| 1Y | -39.8% | -44.4% | +4.6% | -29.2% |
| 3Y | +71.7% | +51.1% | +20.6% | +27.8% |
| 5Y | +27.2% | +16.5% | +10.7% | +2.6% |
| 10Y | +687.9% | +131.6% | +556.3% | +395.7% |
| All | +5,499.9% | +749.2% | +4,750.7% | +3,155.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling