+2,064.0%
GS vs NYT
+166.1%
+1,897.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | +0.9% | -1.3% | +2.2% | +1.4% |
| 30D | -1.6% | +2.7% | -4.3% | -2.6% |
| 3M | -4.5% | -10.3% | +5.8% | -1.9% |
| 6M | +20.9% | -16.6% | +37.4% | +26.8% |
| YTD | +19.9% | -2.3% | +22.1% | +18.6% |
| 1Y | +41.4% | +15.0% | +26.4% | +31.7% |
| 3Y | +239.2% | +57.1% | +182.0% | +177.6% |
| 5Y | +185.0% | +37.2% | +147.9% | +137.4% |
| 10Y | +655.0% | +464.3% | +190.6% | +254.3% |
| All | +2,064.0% | +166.1% | +1,897.9% | +926.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling