-18.0%
GIS vs SONY
-10.8%
-7.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.4% |
| 7D | -7.8% | -1.2% | -6.7% | -7.8% |
| 30D | +6.6% | +9.4% | -2.9% | +6.1% |
| 3M | +21.0% | +10.5% | +10.5% | +19.8% |
| 6M | -9.1% | +11.7% | -20.8% | -10.0% |
| YTD | -13.6% | -4.1% | -9.6% | -16.2% |
| 1Y | -18.0% | -11.8% | -6.2% | -21.0% |
| All | -18.0% | -10.8% | -7.2% | -21.0% |
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 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