+722.8%
GLD vs SONY
+332.8%
+390.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.9% |
| 3M | -8.9% | +12.2% | -21.1% | -9.4% |
| 6M | -16.0% | +24.4% | -40.4% | -16.9% |
| YTD | -7.9% | +3.5% | -11.3% | -8.2% |
| 1Y | -3.9% | -9.2% | +5.3% | -3.7% |
| 3Y | +103.4% | +55.6% | +47.8% | +98.7% |
| 5Y | +109.7% | +12.0% | +97.8% | +106.5% |
| 10Y | +211.8% | +363.7% | -151.8% | +190.1% |
| All | +722.8% | +332.8% | +390.1% | +629.0% |
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 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