+203.1%
GS vs NYT
+73.3%
+129.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | -0.1% | +9.3% | -9.5% | -1.7% |
| 30D | +3.7% | +10.0% | -6.3% | +1.9% |
| 3M | -10.0% | +14.5% | -24.4% | -12.4% |
| 6M | -1.0% | -5.4% | +4.4% | -0.4% |
| YTD | +7.0% | +6.0% | +1.0% | +3.4% |
| 1Y | +16.6% | +16.7% | -0.1% | +9.1% |
| All | +203.1% | +73.3% | +129.8% | +132.3% |
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