+170.6%
GD vs SONY
+364.7%
-194.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.1% |
| 7D | +0.6% | +2.1% | -1.4% | +0.1% |
| 30D | +9.5% | +9.2% | +0.3% | +7.2% |
| 3M | -5.8% | +12.2% | -18.0% | -8.4% |
| 6M | +7.7% | +24.4% | -16.7% | +2.0% |
| YTD | +11.1% | +3.5% | +7.6% | +9.4% |
| 1Y | +6.1% | -9.2% | +15.2% | +7.6% |
| 3Y | +59.8% | +55.6% | +4.2% | +39.7% |
| 5Y | +104.6% | +12.0% | +92.7% | +91.8% |
| 10Y | +170.6% | +363.7% | -193.1% | +83.0% |
| All | +170.6% | +364.7% | -194.2% | +83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling