+20.7%
GLD vs SONY
-18.5%
+39.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +0.1% | -4.9% | +5.1% | +0.9% |
| 30D | +0.2% | -1.6% | +1.8% | +0.4% |
| 3M | +3.2% | +10.0% | -6.8% | +1.5% |
| 6M | -14.6% | +8.4% | -23.1% | -16.2% |
| YTD | +1.8% | -8.4% | +10.2% | +1.2% |
| 1Y | +20.7% | -18.4% | +39.1% | +21.0% |
| All | +20.7% | -18.5% | +39.2% | +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