+627.7%
GEV vs SONY
+35.7%
+592.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +3.2% | -4.9% | +8.1% | +4.8% |
| 30D | -4.0% | -1.6% | -2.4% | -3.7% |
| 3M | +3.4% | +10.0% | -6.6% | -1.0% |
| 6M | +14.7% | +8.4% | +6.3% | +9.9% |
| YTD | +45.8% | -8.4% | +54.2% | +49.4% |
| 1Y | +57.4% | -18.4% | +75.7% | +68.6% |
| All | +627.7% | +35.7% | +592.0% | +615.3% |
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 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