+41.6%
NYT vs GFI
+538.3%
-496.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -0.6% | -2.7% | +2.1% | -0.5% |
| 30D | +4.6% | +13.2% | -8.7% | +3.8% |
| 3M | -9.6% | +28.5% | -38.1% | -11.0% |
| 6M | -14.0% | -6.2% | -7.8% | -14.0% |
| YTD | -2.8% | +8.7% | -11.6% | -4.2% |
| 1Y | +15.6% | +24.8% | -9.3% | +12.4% |
| 3Y | +56.3% | +298.0% | -241.7% | +36.1% |
| All | +41.6% | +538.3% | -496.6% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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