+37.4%
GILD vs NYT
+15.2%
+22.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +3.7% | -1.3% | +4.9% | +3.9% |
| 30D | +14.6% | +2.7% | +11.9% | +14.0% |
| 3M | +17.7% | -10.3% | +28.0% | +19.7% |
| 6M | +3.1% | -16.6% | +19.7% | +5.7% |
| YTD | +24.5% | -2.3% | +26.8% | +25.7% |
| 1Y | +37.4% | +15.0% | +22.4% | +36.7% |
| All | +37.4% | +15.2% | +22.2% | +36.7% |
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 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