+46.9%
GILD vs NYT
+19.3%
+27.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.6% | -4.1% | +0.4% |
| 7D | -0.6% | +3.2% | -3.8% | -1.2% |
| 30D | +12.0% | +8.8% | +3.2% | +10.2% |
| 3M | +27.8% | +14.0% | +13.8% | +24.0% |
| 6M | +30.5% | -8.5% | +39.0% | +31.7% |
| YTD | +40.4% | +5.2% | +35.2% | +37.0% |
| All | +46.9% | +19.3% | +27.6% | +31.5% |
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