+216.8%
GLDM vs SONY
+179.3%
+37.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.5% |
| 7D | +2.9% | +5.2% | -2.3% | +2.5% |
| 30D | -3.9% | +10.7% | -14.6% | -4.6% |
| 3M | -8.1% | +12.1% | -20.3% | -8.9% |
| 6M | -14.7% | +32.6% | -47.3% | -16.5% |
| YTD | -6.6% | +4.3% | -10.9% | -7.3% |
| 1Y | -2.1% | -4.5% | +2.5% | -2.3% |
| 3Y | +107.7% | +56.9% | +50.8% | +100.5% |
| 5Y | +116.5% | +12.5% | +104.0% | +110.2% |
| All | +216.8% | +179.3% | +37.5% | +202.0% |
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 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