+27.2%
GFS vs SONY
-9.8%
+37.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -2.5% |
| 7D | +7.4% | +0.3% | +7.1% | +7.4% |
| 30D | -15.3% | +11.1% | -26.4% | -14.9% |
| 3M | -21.1% | +14.7% | -35.8% | -21.0% |
| 6M | -44.5% | +18.8% | -63.3% | -43.0% |
| YTD | +19.2% | +5.7% | +13.5% | +23.4% |
| 1Y | +27.2% | -8.1% | +35.3% | +42.7% |
| All | +27.2% | -9.8% | +37.0% | +42.7% |
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 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