+19,851.2%
GD vs NYT
+763.5%
+19,087.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -5.3% | -1.3% | -4.0% | -5.0% |
| 30D | -6.4% | +2.7% | -9.2% | -6.9% |
| 3M | +5.7% | -10.3% | +16.0% | +7.4% |
| 6M | -0.9% | -16.6% | +15.6% | +1.8% |
| YTD | +8.2% | -2.3% | +10.4% | +7.9% |
| 1Y | +13.4% | +15.0% | -1.6% | +9.7% |
| 3Y | +68.5% | +57.1% | +11.3% | +52.2% |
| 5Y | +97.2% | +37.2% | +60.0% | +79.0% |
| 10Y | +190.2% | +464.3% | -274.2% | +97.6% |
| All | +19,851.2% | +763.5% | +19,087.8% | +10,798.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling