+170.6%
GD vs NYT
+574.6%
-404.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +0.6% | +9.3% | -8.7% | -1.1% |
| 30D | +9.5% | +10.0% | -0.6% | +7.4% |
| 3M | -5.8% | +14.5% | -20.3% | -8.5% |
| 6M | +7.7% | -5.4% | +13.1% | +8.3% |
| YTD | +11.1% | +6.0% | +5.1% | +8.7% |
| 1Y | +6.1% | +16.7% | -10.7% | +1.7% |
| 3Y | +59.8% | +72.7% | -12.9% | +39.4% |
| 5Y | +104.6% | +59.8% | +44.8% | +77.7% |
| 10Y | +170.6% | +549.8% | -379.2% | +84.4% |
| All | +170.6% | +574.6% | -404.0% | +84.4% |
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