+13,271.7%
GOOGL vs NYT
+107.7%
+13,164.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.8% | -0.7% | -2.1% | -2.7% |
| 30D | -3.2% | +4.5% | -7.7% | -4.2% |
| 3M | -6.6% | -8.5% | +1.9% | -4.9% |
| 6M | +8.5% | -15.1% | +23.5% | +12.1% |
| YTD | +6.5% | -3.3% | +9.8% | +6.7% |
| 1Y | +39.4% | +17.0% | +22.4% | +33.4% |
| 3Y | +146.2% | +55.7% | +90.5% | +118.2% |
| 5Y | +138.3% | +38.9% | +99.5% | +112.8% |
| 10Y | +751.7% | +485.3% | +266.4% | +437.7% |
| All | +13,271.7% | +107.7% | +13,164.0% | +8,507.8% |
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