+242.5%
GLDM vs SONY
+146.1%
+96.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -1.4% |
| 7D | +0.7% | -5.2% | +5.9% | +1.1% |
| 30D | +0.3% | +0.3% | 0.0% | +0.3% |
| 3M | +0.7% | +6.2% | -5.5% | +0.2% |
| 6M | -15.4% | +9.5% | -25.0% | -16.1% |
| YTD | +1.0% | -8.1% | +9.1% | +1.2% |
| 1Y | +19.7% | -17.9% | +37.7% | +20.7% |
| 3Y | +126.5% | +41.5% | +85.0% | +120.4% |
| 5Y | +142.5% | +11.8% | +130.7% | +136.5% |
| All | +242.5% | +146.1% | +96.5% | +229.6% |
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