+73.7%
GD vs NYT
+57.5%
+16.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -3.5% | +0.3% | -3.8% | -3.5% |
| 30D | -9.0% | +7.0% | -16.0% | -9.9% |
| 3M | +5.1% | -7.9% | +13.0% | +5.9% |
| 6M | -1.0% | -15.0% | +14.0% | +0.9% |
| YTD | +7.3% | -1.3% | +8.6% | +6.9% |
| 1Y | +12.4% | +16.9% | -4.4% | +8.8% |
| 3Y | +73.7% | +58.9% | +14.8% | +54.9% |
| All | +73.7% | +57.5% | +16.2% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling