+1,438.8%
GIS vs SONY
+514.2%
+924.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -8.6% | -4.9% | -3.7% | -8.1% |
| 30D | -0.5% | -1.6% | +1.1% | -0.3% |
| 3M | +11.9% | +10.0% | +1.9% | +10.8% |
| 6M | -11.6% | +8.4% | -20.0% | -12.5% |
| YTD | -16.3% | -8.4% | -7.9% | -15.8% |
| 1Y | -21.8% | -18.4% | -3.4% | -20.5% |
| 3Y | -35.7% | +41.0% | -76.6% | -38.7% |
| 5Y | -22.9% | +9.3% | -32.1% | -25.3% |
| 10Y | -16.8% | +281.7% | -298.5% | -31.2% |
| All | +1,438.8% | +514.2% | +924.5% | +881.6% |
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 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