+1.3%
GFS vs NYT
+31.1%
-29.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | +3.8% | -0.6% | +4.4% | +4.1% |
| 30D | -11.7% | +4.6% | -16.3% | -13.3% |
| 3M | -41.8% | -9.6% | -32.2% | -40.4% |
| 6M | +6.6% | -14.0% | +20.6% | +10.6% |
| YTD | +34.6% | -2.8% | +37.5% | +30.8% |
| 1Y | +46.2% | +15.6% | +30.6% | +29.4% |
| 3Y | -20.3% | +56.3% | -76.6% | -41.1% |
| All | +1.3% | +31.1% | -29.8% | -21.8% |
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