+164.9%
GD vs NYT
+528.4%
-363.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | +1.9% | +9.0% | -7.1% | +0.1% |
| 30D | +9.2% | +6.8% | +2.4% | +7.7% |
| 3M | -7.5% | +12.1% | -19.6% | -9.7% |
| 6M | +5.8% | -7.7% | +13.5% | +6.8% |
| YTD | +9.8% | +4.2% | +5.6% | +7.8% |
| 1Y | +5.8% | +14.3% | -8.6% | +1.8% |
| 3Y | +58.0% | +69.8% | -11.8% | +38.3% |
| 5Y | +100.4% | +57.7% | +42.8% | +74.5% |
| All | +164.9% | +528.4% | -363.5% | +81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling