+218.2%
GLD vs SONY
+276.5%
-58.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +0.1% | -4.9% | +5.1% | +0.5% |
| 30D | +0.2% | -1.6% | +1.8% | +0.3% |
| 3M | +3.2% | +10.0% | -6.8% | +2.5% |
| 6M | -14.6% | +8.4% | -23.1% | -15.2% |
| YTD | +1.8% | -8.4% | +10.2% | +2.0% |
| 1Y | +20.7% | -18.4% | +39.1% | +21.7% |
| 3Y | +126.5% | +41.0% | +85.5% | +120.9% |
| 5Y | +140.0% | +9.3% | +130.8% | +134.9% |
| 10Y | +218.2% | +281.7% | -63.5% | +195.6% |
| All | +218.2% | +276.5% | -58.3% | +195.6% |
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 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