-30.1%
GFS vs NYT
+60.3%
-90.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.4% |
| 7D | +7.4% | +6.5% | +0.9% | +4.9% |
| 30D | -15.3% | +8.4% | -23.7% | -17.8% |
| 3M | -21.1% | +13.9% | -35.0% | -25.5% |
| 6M | -44.5% | -4.8% | -39.7% | -44.6% |
| YTD | +19.2% | +6.2% | +13.1% | +11.1% |
| 1Y | +27.2% | +14.3% | +13.0% | +13.9% |
| 3Y | -20.1% | +73.6% | -93.7% | -44.3% |
| All | -30.1% | +60.3% | -90.4% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling