+719.3%
NYT vs GAP
+2,161.5%
-1,442.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.1% |
| 7D | -0.6% | -4.1% | +3.5% | +0.2% |
| 30D | +4.6% | +6.2% | -1.6% | +3.2% |
| 3M | -9.6% | -0.7% | -8.9% | -9.8% |
| 6M | -14.0% | -7.1% | -6.9% | -13.7% |
| YTD | -2.8% | -14.1% | +11.2% | -1.6% |
| 1Y | +15.6% | -8.5% | +24.1% | +15.2% |
| 3Y | +56.3% | +115.4% | -59.1% | +23.3% |
| 5Y | +39.5% | +9.8% | +29.7% | +19.1% |
| 10Y | +488.0% | +30.6% | +457.5% | +317.7% |
| All | +719.3% | +2,161.5% | -1,442.2% | +203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling