+376.6%
GH vs SONY
+40.0%
+336.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -1.2% | -5.8% | +4.5% | +0.9% |
| 30D | -3.7% | -0.4% | -3.3% | -3.8% |
| 3M | +21.7% | +13.3% | +8.4% | +15.0% |
| 6M | +75.7% | +8.5% | +67.3% | +68.3% |
| YTD | +55.7% | -8.1% | +63.8% | +59.4% |
| 1Y | +181.1% | -17.9% | +199.0% | +200.0% |
| All | +376.6% | +40.0% | +336.6% | +297.3% |
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