+192.2%
GD vs NYT
+465.6%
-273.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.7% |
| 7D | -3.1% | -1.6% | -1.5% | -2.8% |
| 30D | -10.9% | +2.8% | -13.7% | -11.4% |
| 3M | +2.5% | -9.2% | +11.7% | +4.0% |
| 6M | -1.7% | -17.1% | +15.4% | +1.5% |
| YTD | +6.1% | -3.2% | +9.4% | +5.9% |
| 1Y | +11.7% | +15.7% | -4.0% | +7.3% |
| 3Y | +71.8% | +55.7% | +16.1% | +52.8% |
| 5Y | +92.2% | +39.4% | +52.8% | +71.3% |
| 10Y | +192.2% | +485.6% | -293.4% | +79.6% |
| All | +192.2% | +465.6% | -273.4% | +79.6% |
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