+388.8%
GH vs NYT
+206.0%
+182.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | -4.7% | +4.6% | -9.3% | -6.7% |
| 3M | +20.2% | -9.6% | +29.8% | +24.0% |
| 6M | +78.8% | -14.0% | +92.8% | +88.3% |
| YTD | +54.1% | -2.8% | +56.9% | +52.5% |
| 1Y | +177.1% | +15.6% | +161.5% | +150.7% |
| 3Y | +371.6% | +56.3% | +315.3% | +251.3% |
| 5Y | +21.9% | +39.5% | -17.6% | -7.9% |
| All | +388.8% | +206.0% | +182.8% | +133.7% |
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