+56.2%
GD vs SONY
+63.5%
-7.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +8.6% | +11.1% | -2.5% | +7.1% |
| 3M | -7.1% | +14.7% | -21.7% | -8.7% |
| 6M | +7.5% | +18.8% | -11.3% | +4.9% |
| YTD | +9.9% | +5.7% | +4.2% | +8.8% |
| 1Y | +7.6% | -8.1% | +15.6% | +8.3% |
| 3Y | +56.2% | +64.0% | -7.8% | +50.5% |
| All | +56.2% | +63.5% | -7.3% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling