+632.4%
GEV vs SONY
+38.4%
+594.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.1% |
| 7D | +1.6% | -2.7% | +4.3% | +2.4% |
| 30D | -7.9% | +1.5% | -9.5% | -8.6% |
| 3M | +5.6% | +13.0% | -7.4% | +0.1% |
| 6M | +13.1% | +11.2% | +1.8% | +7.4% |
| YTD | +46.7% | -6.6% | +53.4% | +49.5% |
| 1Y | +51.3% | -18.1% | +69.4% | +62.3% |
| All | +632.4% | +38.4% | +594.1% | +615.5% |
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