+61.5%
GNRC vs NYT
+56.2%
+5.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.5% | +2.9% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | -15.7% | +4.6% | -20.3% | -16.3% |
| 3M | -27.3% | -9.6% | -17.8% | -26.4% |
| 6M | -12.1% | -14.0% | +2.0% | -10.3% |
| YTD | +37.1% | -2.8% | +40.0% | +35.0% |
| 1Y | -0.5% | +15.6% | -16.1% | -7.4% |
| 3Y | +61.5% | +56.3% | +5.2% | +23.0% |
| All | +61.5% | +56.2% | +5.3% | +23.0% |
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