+816.6%
GLD vs SONY
+301.2%
+515.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -0.5% | -1.2% | +0.6% | -0.5% |
| 30D | +4.4% | +9.4% | -5.1% | +3.9% |
| 3M | -1.1% | +10.5% | -11.6% | -1.6% |
| 6M | -13.8% | +11.7% | -25.5% | -14.3% |
| YTD | +2.6% | -4.1% | +6.7% | +2.7% |
| 1Y | +24.5% | -11.8% | +36.3% | +24.9% |
| 3Y | +125.8% | +45.9% | +79.9% | +121.2% |
| 5Y | +137.8% | +16.3% | +121.5% | +134.0% |
| 10Y | +221.4% | +297.6% | -76.2% | +200.9% |
| All | +816.6% | +301.2% | +515.3% | +715.1% |
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