+15.1%
NYT vs FGI
+122.0%
-107.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.4% | -9.5% | -0.1% |
| 7D | -0.7% | +22.8% | -23.5% | -0.8% |
| 30D | +4.5% | +85.9% | -81.5% | +3.6% |
| 3M | -8.5% | +32.4% | -40.9% | -9.1% |
| 6M | -15.1% | +106.3% | -121.4% | -15.5% |
| YTD | -3.3% | +48.4% | -51.7% | -3.8% |
| All | +15.1% | +122.0% | -107.0% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling