+170.5%
GM vs NYT
+56.2%
+114.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.7% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | -1.1% | +4.6% | -5.7% | -2.1% |
| 3M | +6.1% | -9.6% | +15.7% | +7.9% |
| 6M | +15.0% | -14.0% | +29.0% | +18.0% |
| YTD | +6.0% | -2.8% | +8.8% | +4.9% |
| 1Y | +47.1% | +15.6% | +31.5% | +38.4% |
| 3Y | +170.5% | +56.3% | +114.2% | +125.1% |
| All | +170.5% | +56.2% | +114.3% | +125.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling