+240.4%
GS vs NYT
+57.5%
+182.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | +3.4% | +0.3% | +3.0% | +3.3% |
| 30D | +0.2% | +7.0% | -6.8% | -1.2% |
| 3M | -0.3% | -7.9% | +7.6% | +0.7% |
| 6M | +27.4% | -15.0% | +42.4% | +31.2% |
| YTD | +19.6% | -1.3% | +20.9% | +17.4% |
| 1Y | +42.5% | +16.9% | +25.6% | +31.9% |
| 3Y | +240.4% | +58.9% | +181.5% | +171.9% |
| All | +240.4% | +57.5% | +182.9% | +171.9% |
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