+33.1%
GDDY vs SONY
+42.2%
-9.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.1% | +1.4% |
| 7D | -3.2% | -2.7% | -0.5% | -2.6% |
| 30D | +6.8% | +1.5% | +5.3% | +6.6% |
| 3M | +30.5% | +13.0% | +17.5% | +26.9% |
| 6M | +13.3% | +11.2% | +2.1% | +10.4% |
| YTD | -21.0% | -6.6% | -14.3% | -20.3% |
| 1Y | -34.0% | -18.1% | -15.9% | -31.7% |
| 3Y | +33.1% | +42.1% | -9.0% | +22.8% |
| All | +33.1% | +42.2% | -9.2% | +22.8% |
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