+12.0%
GEHC vs SONY
+48.7%
-36.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | -1.7% |
| 7D | -5.2% | -5.2% | 0.0% | -3.5% |
| 30D | -7.0% | +0.3% | -7.3% | -7.1% |
| 3M | +3.3% | +6.2% | -2.9% | +1.1% |
| 6M | -10.0% | +9.5% | -19.5% | -13.1% |
| YTD | -18.5% | -8.1% | -10.4% | -16.8% |
| 1Y | -14.4% | -17.9% | +3.5% | -9.6% |
| 3Y | +3.4% | +41.5% | -38.1% | -6.7% |
| All | +12.0% | +48.7% | -36.8% | -5.7% |
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