+56.3%
NYT vs GPC
-2.2%
+58.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | -0.6% | -3.2% | +2.6% | -0.1% |
| 30D | +4.6% | +0.5% | +4.1% | +4.5% |
| 3M | -9.6% | +31.7% | -41.3% | -13.6% |
| 6M | -14.0% | +24.7% | -38.7% | -17.2% |
| YTD | -2.8% | +11.8% | -14.6% | -6.1% |
| 1Y | +15.6% | -3.0% | +18.6% | +14.9% |
| 3Y | +56.3% | -1.1% | +57.4% | +50.7% |
| All | +56.3% | -2.2% | +58.5% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 3y: compounded portfolio wealth divided by compounded GPC 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…
3y analysis · Full analysis span regression · 6 months rolling