+57.7%
GEV vs SONY
-10.8%
+68.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +3.3% | -1.2% | +4.5% | +3.5% |
| 30D | -7.5% | +9.4% | -16.9% | -9.1% |
| 3M | -2.2% | +10.5% | -12.7% | -3.8% |
| 6M | +12.1% | +11.7% | +0.4% | +8.2% |
| YTD | +44.4% | -4.1% | +48.5% | +45.7% |
| 1Y | +57.7% | -11.8% | +69.4% | +66.8% |
| All | +57.7% | -10.8% | +68.5% | +66.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling