+211.8%
GLD vs SONY
+364.7%
-152.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -2.0% | +2.1% | -4.0% | -2.1% |
| 30D | -4.4% | +9.2% | -13.6% | -5.0% |
| 3M | -8.9% | +12.2% | -21.1% | -9.7% |
| 6M | -16.0% | +24.4% | -40.4% | -17.3% |
| YTD | -7.9% | +3.5% | -11.3% | -8.4% |
| 1Y | -3.9% | -9.2% | +5.3% | -3.8% |
| 3Y | +103.4% | +55.6% | +47.8% | +97.2% |
| 5Y | +109.7% | +12.0% | +97.8% | +104.3% |
| 10Y | +211.8% | +363.7% | -151.8% | +188.4% |
| All | +211.8% | +364.7% | -152.9% | +188.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling