+102.5%
GD vs NYT
+56.7%
+45.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -1.9% | +8.1% | -10.0% | -3.0% |
| 30D | +10.9% | +9.4% | +1.5% | +9.4% |
| 3M | -6.8% | +12.4% | -19.2% | -8.4% |
| 6M | +7.0% | -8.0% | +15.0% | +7.9% |
| YTD | +11.1% | +5.8% | +5.3% | +9.5% |
| 1Y | +7.0% | +17.4% | -10.3% | +3.8% |
| 3Y | +59.9% | +72.4% | -12.5% | +44.9% |
| 5Y | +102.5% | +61.3% | +41.2% | +76.2% |
| All | +102.5% | +56.7% | +45.8% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling