+83.0%
NYT vs FGI
-69.1%
+152.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.0% |
| 7D | -1.6% | +14.7% | -16.3% | -1.8% |
| 30D | +2.8% | +67.0% | -64.2% | +1.3% |
| 3M | -9.2% | +31.0% | -40.2% | -10.3% |
| 6M | -17.1% | +126.8% | -143.9% | -19.0% |
| YTD | -3.2% | +35.6% | -38.9% | -5.0% |
| 1Y | +15.7% | +108.9% | -93.2% | +12.0% |
| 3Y | +55.7% | -0.3% | +56.0% | +51.5% |
| All | +83.0% | -69.1% | +152.1% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling