+1,387.3%
GIS vs NYT
+758.3%
+629.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -6.4% | -0.6% | -5.8% | -6.3% |
| 30D | -6.1% | +4.6% | -10.7% | -6.5% |
| 3M | +7.8% | -9.6% | +17.4% | +8.7% |
| 6M | -8.8% | -14.0% | +5.2% | -7.7% |
| YTD | -19.1% | -2.8% | -16.3% | -19.1% |
| 1Y | -24.8% | +15.6% | -40.4% | -26.0% |
| 3Y | -37.6% | +56.3% | -93.9% | -40.6% |
| 5Y | -25.4% | +39.5% | -64.9% | -29.1% |
| 10Y | -19.6% | +488.0% | -507.6% | -35.0% |
| All | +1,387.3% | +758.3% | +629.0% | +829.7% |
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