+160.0%
GS vs NYT
+60.8%
+99.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | -0.1% | +9.3% | -9.5% | -2.3% |
| 30D | +3.7% | +10.0% | -6.3% | +1.2% |
| 3M | -10.0% | +14.5% | -24.4% | -13.4% |
| 6M | -1.0% | -5.4% | +4.4% | -0.6% |
| YTD | +7.0% | +6.0% | +1.0% | +3.1% |
| 1Y | +16.6% | +16.7% | -0.1% | +8.8% |
| 3Y | +204.4% | +72.7% | +131.7% | +145.7% |
| 5Y | +160.0% | +59.8% | +100.2% | +98.1% |
| All | +160.0% | +60.8% | +99.2% | +98.1% |
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