+17.7%
GFS vs NYT
+16.5%
+1.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -6.2% |
| 7D | -12.5% | -3.9% | -8.6% | -13.4% |
| 30D | -16.9% | +4.3% | -21.2% | -16.0% |
| 3M | -22.3% | -11.7% | -10.5% | -24.0% |
| 6M | -40.2% | -14.4% | -25.8% | -40.2% |
| YTD | +16.0% | -3.0% | +19.0% | +21.5% |
| 1Y | +17.7% | +16.5% | +1.1% | +39.8% |
| All | +17.7% | +16.5% | +1.1% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling