+719.3%
NYT vs GFI
+650.5%
+68.8%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.5% |
| 7D | -0.6% | -4.9% | +4.3% | -0.4% |
| 30D | +4.6% | +10.7% | -6.1% | +4.1% |
| 3M | -9.6% | +25.6% | -35.2% | -10.6% |
| 6M | -14.0% | -8.3% | -5.7% | -14.0% |
| YTD | -2.8% | +6.3% | -9.1% | -3.7% |
| 1Y | +15.6% | +22.1% | -6.5% | +13.6% |
| 3Y | +56.3% | +289.2% | -232.9% | +44.9% |
| 5Y | +39.5% | +531.7% | -492.2% | +25.6% |
| 10Y | +488.0% | +1,043.8% | -555.8% | +403.4% |
| All | +719.3% | +650.5% | +68.8% | +595.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling