+71.8%
GH vs SONY
-6.4%
+78.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.9% | -4.0% |
| 7D | -7.7% | +2.9% | -10.6% | -8.1% |
| 30D | -10.0% | +10.2% | -20.2% | -11.7% |
| 3M | +5.5% | +16.1% | -10.6% | +1.8% |
| 6M | +84.9% | +32.1% | +52.8% | +68.1% |
| YTD | +65.0% | +1.4% | +63.7% | +62.2% |
| 1Y | +71.8% | -7.0% | +78.8% | +73.8% |
| All | +71.8% | -6.4% | +78.2% | +73.8% |
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