+19,851.2%
GD vs SONY
+543.6%
+19,307.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.5% |
| 7D | -5.3% | -1.2% | -4.1% | -5.0% |
| 30D | -6.4% | +9.4% | -15.9% | -8.1% |
| 3M | +5.7% | +10.5% | -4.8% | +3.4% |
| 6M | -0.9% | +11.7% | -12.6% | -3.5% |
| YTD | +8.2% | -4.1% | +12.2% | +8.4% |
| 1Y | +13.4% | -11.8% | +25.2% | +15.3% |
| 3Y | +68.5% | +45.9% | +22.6% | +52.7% |
| 5Y | +97.2% | +16.3% | +80.9% | +83.9% |
| 10Y | +190.2% | +297.6% | -107.4% | +108.2% |
| All | +19,851.2% | +543.6% | +19,307.7% | +10,673.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling