-2.1%
GLDM vs SONY
-4.4%
+2.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.4% |
| 7D | +2.9% | +5.2% | -2.3% | +2.0% |
| 30D | -3.9% | +10.7% | -14.6% | -5.6% |
| 3M | -8.1% | +12.1% | -20.3% | -10.0% |
| 6M | -14.7% | +32.6% | -47.3% | -19.6% |
| YTD | -6.6% | +4.3% | -10.9% | -8.7% |
| 1Y | -2.1% | -4.5% | +2.5% | -3.3% |
| All | -2.1% | -4.4% | +2.4% | -3.3% |
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