-2.4%
GFS vs SONY
+8.7%
-11.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.4% |
| 7D | +1.0% | -1.2% | +2.2% | +1.6% |
| 30D | -8.6% | +9.4% | -18.0% | -13.0% |
| 3M | -46.5% | +10.5% | -57.0% | -49.9% |
| 6M | -4.8% | +11.7% | -16.5% | -12.0% |
| YTD | +29.7% | -4.1% | +33.7% | +30.6% |
| 1Y | +35.8% | -11.8% | +47.6% | +43.0% |
| 3Y | -18.3% | +45.9% | -64.2% | -42.1% |
| All | -2.4% | +8.7% | -11.1% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling