+2,768.8%
GE vs NYT
+754.3%
+2,014.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | -11.9% | +4.5% | -16.4% | -13.1% |
| 3M | +1.8% | -8.5% | +10.4% | +3.8% |
| 6M | -0.6% | -15.1% | +14.5% | +3.4% |
| YTD | +5.5% | -3.3% | +8.8% | +5.3% |
| 1Y | +15.0% | +17.0% | -2.0% | +7.9% |
| 3Y | +269.5% | +55.7% | +213.9% | +212.8% |
| 5Y | +422.4% | +38.9% | +383.6% | +346.2% |
| 10Y | +151.0% | +485.3% | -334.3% | +31.0% |
| All | +2,768.8% | +754.3% | +2,014.4% | +1,036.5% |
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