+136.0%
GOOG vs NYT
+38.8%
+97.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.4% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | -2.0% | +4.6% | -6.5% | -3.4% |
| 3M | -5.9% | -9.6% | +3.7% | -3.2% |
| 6M | +8.9% | -14.0% | +22.9% | +13.3% |
| YTD | +7.1% | -2.8% | +10.0% | +7.0% |
| 1Y | +39.7% | +15.6% | +24.1% | +31.4% |
| 3Y | +145.8% | +56.3% | +89.5% | +104.4% |
| All | +136.0% | +38.8% | +97.2% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling