+8.2%
GD vs SONY
-6.4%
+14.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -2.8% |
| 7D | +3.0% | +2.9% | +0.1% | +2.6% |
| 30D | +10.5% | +10.2% | +0.3% | +9.2% |
| 3M | -5.0% | +16.1% | -21.1% | -6.5% |
| 6M | +5.5% | +32.1% | -26.6% | +1.5% |
| YTD | +10.3% | +1.4% | +9.0% | +10.0% |
| 1Y | +8.2% | -7.0% | +15.2% | +8.4% |
| All | +8.2% | -6.4% | +14.5% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling