+86.8%
NYT vs FGI
-69.8%
+156.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +1.0% |
| 7D | +0.3% | +5.2% | -4.8% | +0.3% |
| 30D | +7.0% | +65.2% | -58.3% | +5.4% |
| 3M | -7.9% | +30.2% | -38.1% | -9.0% |
| 6M | -15.0% | +87.8% | -102.8% | -16.8% |
| YTD | -1.3% | +32.5% | -33.7% | -3.0% |
| 1Y | +16.9% | +93.6% | -76.7% | +13.3% |
| 3Y | +58.9% | -2.6% | +61.5% | +54.7% |
| All | +86.8% | -69.8% | +156.6% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling