+145.9%
GLDM vs SONY
+16.3%
+129.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | -0.5% | -1.2% | +0.6% | -0.4% |
| 30D | +4.4% | +9.4% | -5.0% | +3.5% |
| 3M | -1.1% | +10.5% | -11.5% | -2.0% |
| 6M | -13.7% | +11.7% | -25.4% | -14.7% |
| YTD | +2.8% | -4.1% | +6.8% | +2.6% |
| 1Y | +24.8% | -11.8% | +36.6% | +25.3% |
| 3Y | +127.8% | +45.9% | +81.9% | +119.1% |
| All | +145.9% | +16.3% | +129.6% | +135.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling