+7.7%
GEHC vs SONY
+48.7%
-41.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | -7.9% | -5.8% | -2.1% | -6.1% |
| 30D | -11.7% | -0.4% | -11.3% | -11.6% |
| 3M | +0.8% | +13.3% | -12.5% | -3.3% |
| 6M | -11.6% | +8.5% | -20.1% | -14.4% |
| YTD | -21.6% | -8.1% | -13.4% | -19.9% |
| 1Y | -15.3% | -17.9% | +2.6% | -10.6% |
| 3Y | -0.5% | +41.4% | -41.9% | -10.2% |
| All | +7.7% | +48.7% | -41.0% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling