-24.9%
GFS vs SONY
+57.9%
-82.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.2% | +6.7% |
| 7D | -7.8% | +6.7% | -14.5% | -9.7% |
| 30D | -19.7% | +14.8% | -34.5% | -23.2% |
| 3M | -23.1% | +16.9% | -40.0% | -27.1% |
| 6M | -46.4% | +30.2% | -76.6% | -51.5% |
| YTD | +11.0% | +5.5% | +5.6% | +8.8% |
| 1Y | +12.6% | -4.6% | +17.2% | +15.0% |
| 3Y | -24.9% | +57.2% | -82.2% | -40.0% |
| All | -24.9% | +57.9% | -82.8% | -40.0% |
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 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