-3.1%
GEHC vs SONY
+40.0%
-43.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | -7.9% | -5.8% | -2.1% | -6.0% |
| 30D | -11.7% | -0.4% | -11.3% | -11.6% |
| 3M | +0.8% | +13.3% | -12.5% | -3.5% |
| 6M | -11.6% | +8.5% | -20.1% | -14.5% |
| YTD | -21.6% | -8.1% | -13.4% | -19.8% |
| 1Y | -15.3% | -17.9% | +2.6% | -10.2% |
| All | -3.1% | +40.0% | -43.1% | -13.5% |
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