+1,803.6%
GS vs NYT
+183.7%
+1,619.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.8% |
| 7D | +5.1% | +9.0% | -3.8% | +2.0% |
| 30D | +2.4% | +6.8% | -4.4% | 0.0% |
| 3M | -11.5% | +12.1% | -23.6% | -15.5% |
| 6M | -2.5% | -7.7% | +5.2% | -1.5% |
| YTD | +5.5% | +4.2% | +1.3% | +1.4% |
| 1Y | +11.0% | +14.3% | -3.3% | +3.2% |
| 3Y | +200.1% | +69.8% | +130.3% | +138.0% |
| 5Y | +154.7% | +57.7% | +97.0% | +101.3% |
| 10Y | +450.9% | +538.7% | -87.8% | +146.0% |
| All | +1,803.6% | +183.7% | +1,619.9% | +777.9% |
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 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