+147.5%
GE vs NYT
+489.9%
-342.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | -4.0% | -0.6% | -3.4% | -3.8% |
| 30D | -11.4% | +4.6% | -16.0% | -12.6% |
| 3M | -2.6% | -9.6% | +7.0% | -0.6% |
| 6M | -0.3% | -14.0% | +13.7% | +3.2% |
| YTD | +5.4% | -2.8% | +8.2% | +4.9% |
| 1Y | +15.5% | +15.6% | -0.1% | +9.0% |
| 3Y | +260.8% | +56.3% | +204.5% | +204.6% |
| 5Y | +421.6% | +39.5% | +382.1% | +341.5% |
| All | +147.5% | +489.9% | -342.5% | +49.8% |
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