+19,650.5%
GD vs SONY
+607.5%
+19,043.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | -0.3% |
| 7D | -5.0% | +6.7% | -11.7% | -6.3% |
| 30D | +8.9% | +14.8% | -5.9% | +5.9% |
| 3M | -8.0% | +16.9% | -24.9% | -11.0% |
| 6M | +2.9% | +30.2% | -27.3% | -2.8% |
| YTD | +7.1% | +5.5% | +1.6% | +5.2% |
| 1Y | +5.9% | -4.6% | +10.5% | +6.0% |
| 3Y | +53.9% | +57.2% | -3.4% | +37.4% |
| 5Y | +95.4% | +12.1% | +83.4% | +83.9% |
| 10Y | +193.5% | +361.6% | -168.1% | +104.4% |
| All | +19,650.5% | +607.5% | +19,043.0% | +10,355.4% |
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