+53.9%
GD vs SONY
+57.9%
-4.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | -0.4% |
| 7D | -5.0% | +6.7% | -11.7% | -5.8% |
| 30D | +8.9% | +14.8% | -5.9% | +7.0% |
| 3M | -8.0% | +16.9% | -24.9% | -9.9% |
| 6M | +2.9% | +30.2% | -27.3% | -0.8% |
| YTD | +7.1% | +5.5% | +1.6% | +6.0% |
| 1Y | +5.9% | -4.6% | +10.5% | +6.2% |
| 3Y | +53.9% | +57.2% | -3.4% | +46.5% |
| All | +53.9% | +57.9% | -4.0% | +46.5% |
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