+40.5%
GFS vs SONY
-18.2%
+58.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.1% |
| 7D | +2.6% | -5.2% | +7.8% | +3.2% |
| 30D | -16.4% | +0.3% | -16.7% | -16.5% |
| 3M | -41.6% | +6.2% | -47.8% | -41.4% |
| 6M | -3.7% | +9.5% | -13.2% | -5.4% |
| YTD | +29.3% | -8.1% | +37.4% | +33.7% |
| All | +40.5% | -18.2% | +58.6% | +54.1% |
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