-10.3%
GFS vs SONY
+19.8%
-30.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.4% |
| 7D | +7.4% | +0.3% | +7.1% | +7.2% |
| 30D | -15.3% | +11.1% | -26.4% | -20.4% |
| 3M | -21.1% | +14.7% | -35.8% | -27.3% |
| 6M | -44.5% | +18.8% | -63.3% | -50.5% |
| YTD | +19.2% | +5.7% | +13.5% | +13.1% |
| 1Y | +27.2% | -8.1% | +35.3% | +31.3% |
| 3Y | -20.1% | +64.0% | -84.1% | -47.3% |
| 5Y | -25.6% | +12.6% | -38.2% | -30.1% |
| All | -10.3% | +19.8% | -30.1% | -19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling