-2.5%
GS vs NYT
-7.4%
+4.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.6% |
| 7D | +5.1% | +9.0% | -3.8% | +6.4% |
| 30D | +2.4% | +6.8% | -4.4% | +3.3% |
| 3M | -11.5% | +12.1% | -23.6% | -9.5% |
| 6M | -2.5% | -7.7% | +5.2% | -3.3% |
| All | -2.5% | -7.4% | +4.8% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling