+190.6%
GD vs SONY
+271.8%
-81.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | +0.1% |
| 7D | -3.5% | -5.2% | +1.7% | -2.3% |
| 30D | -9.0% | +0.3% | -9.3% | -9.1% |
| 3M | +5.1% | +6.2% | -1.2% | +3.4% |
| 6M | -1.0% | +9.5% | -10.6% | -3.6% |
| YTD | +7.3% | -8.1% | +15.4% | +8.7% |
| 1Y | +12.4% | -17.9% | +30.4% | +16.6% |
| 3Y | +73.7% | +41.5% | +32.2% | +54.9% |
| 5Y | +93.8% | +11.8% | +81.9% | +79.4% |
| 10Y | +190.6% | +275.4% | -84.8% | +108.1% |
| All | +190.6% | +271.8% | -81.2% | +108.1% |
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