+32,991.5%
GILD vs NYT
+692.0%
+32,299.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.8% |
| 7D | -4.8% | -0.6% | -4.2% | -4.7% |
| 30D | +5.8% | +4.6% | +1.2% | +4.8% |
| 3M | +14.9% | -9.6% | +24.5% | +17.0% |
| 6M | -0.4% | -14.0% | +13.7% | +2.3% |
| YTD | +18.5% | -2.8% | +21.4% | +18.5% |
| 1Y | +25.1% | +15.6% | +9.5% | +20.7% |
| 3Y | +105.9% | +56.3% | +49.6% | +84.2% |
| 5Y | +143.0% | +39.5% | +103.5% | +117.3% |
| 10Y | +162.4% | +488.0% | -325.6% | +62.2% |
| All | +32,991.5% | +692.0% | +32,299.5% | +16,000.5% |
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 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