+149.6%
GOOGL vs NYT
+56.2%
+93.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | -1.4% | +4.6% | -6.0% | -2.6% |
| 3M | -5.3% | -9.6% | +4.3% | -3.0% |
| 6M | +9.8% | -14.0% | +23.8% | +13.7% |
| YTD | +8.4% | -2.8% | +11.2% | +8.3% |
| 1Y | +41.2% | +15.6% | +25.6% | +33.7% |
| 3Y | +149.6% | +56.3% | +93.3% | +107.7% |
| All | +149.6% | +56.2% | +93.4% | +107.7% |
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 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