-14.0%
NYT vs BG
+3.4%
-17.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.3% |
| 7D | -0.6% | +3.1% | -3.7% | -0.4% |
| 30D | +4.6% | +10.2% | -5.6% | +5.5% |
| 3M | -9.6% | -1.7% | -7.9% | -9.6% |
| 6M | -14.0% | +1.0% | -15.0% | -14.9% |
| All | -14.0% | +3.4% | -17.5% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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