+187.0%
GS vs NYT
+38.5%
+148.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.2% |
| 7D | +2.4% | -1.6% | +4.0% | +2.8% |
| 30D | -0.1% | +2.8% | -2.8% | -0.8% |
| 3M | +0.2% | -9.2% | +9.4% | +1.9% |
| 6M | +24.8% | -17.1% | +41.9% | +29.9% |
| YTD | +18.8% | -3.2% | +22.0% | +17.6% |
| 1Y | +37.3% | +15.7% | +21.6% | +28.2% |
| 3Y | +237.9% | +55.7% | +182.2% | +181.6% |
| 5Y | +187.0% | +39.4% | +147.7% | +124.9% |
| All | +187.0% | +38.5% | +148.6% | +124.9% |
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 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