+41.6%
NYT vs GAP
+8.7%
+32.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.1% |
| 7D | -0.6% | -4.1% | +3.5% | -0.1% |
| 30D | +4.6% | +6.2% | -1.6% | +3.6% |
| 3M | -9.6% | -0.7% | -8.9% | -9.7% |
| 6M | -14.0% | -7.1% | -6.9% | -13.8% |
| YTD | -2.8% | -14.1% | +11.2% | -1.9% |
| 1Y | +15.6% | -8.5% | +24.1% | +15.3% |
| 3Y | +56.3% | +115.4% | -59.1% | +28.0% |
| All | +41.6% | +8.7% | +32.9% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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