-2.7%
GFS vs SONY
+4.1%
-6.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +1.9% |
| 7D | +2.6% | -5.2% | +7.8% | +5.4% |
| 30D | -16.4% | +0.3% | -16.7% | -16.8% |
| 3M | -41.6% | +6.2% | -47.8% | -44.3% |
| 6M | -3.7% | +9.5% | -13.2% | -10.2% |
| YTD | +29.3% | -8.1% | +37.4% | +33.1% |
| 1Y | +37.1% | -17.9% | +55.1% | +50.4% |
| 3Y | -22.1% | +41.5% | -63.6% | -44.2% |
| All | -2.7% | +4.1% | -6.8% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling