+104.1%
GLDM vs SONY
+60.0%
+44.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -2.0% | +2.1% | -4.0% | -2.2% |
| 30D | -4.4% | +9.2% | -13.6% | -5.4% |
| 3M | -8.8% | +12.2% | -21.0% | -10.1% |
| 6M | -15.9% | +24.4% | -40.3% | -18.2% |
| YTD | -7.7% | +3.5% | -11.2% | -8.8% |
| 1Y | -3.6% | -9.2% | +5.6% | -3.7% |
| All | +104.1% | +60.0% | +44.1% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling