+83.0%
NYT vs FGI
-66.2%
+149.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.4% | -9.5% | -0.2% |
| 7D | -0.7% | +22.8% | -23.5% | -1.0% |
| 30D | +4.5% | +85.9% | -81.5% | +2.8% |
| 3M | -8.5% | +32.4% | -40.9% | -9.6% |
| 6M | -15.1% | +106.3% | -121.4% | -16.9% |
| YTD | -3.3% | +48.4% | -51.7% | -5.1% |
| 1Y | +17.0% | +116.4% | -99.4% | +13.3% |
| 3Y | +55.7% | +9.2% | +46.5% | +51.3% |
| All | +83.0% | -66.2% | +149.1% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling