+8.2%
GD vs NYT
+16.5%
-8.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.6% | -2.5% |
| 7D | +3.0% | -3.9% | +6.8% | +3.4% |
| 30D | +10.5% | +4.3% | +6.2% | +10.1% |
| 3M | -5.0% | -11.7% | +6.8% | -3.9% |
| 6M | +5.5% | -14.4% | +19.9% | +6.5% |
| YTD | +10.3% | -3.0% | +13.4% | +13.1% |
| 1Y | +8.2% | +16.5% | -8.4% | +10.0% |
| All | +8.2% | +16.5% | -8.4% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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