+526.0%
GLW vs SONY
+373.2%
+152.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.9% |
| 7D | +7.7% | +0.3% | +7.5% | +7.6% |
| 30D | -18.8% | +11.1% | -30.0% | -22.8% |
| 3M | -27.7% | +14.7% | -42.4% | -32.6% |
| 6M | -44.4% | +18.8% | -63.2% | -49.5% |
| YTD | +31.3% | +5.7% | +25.5% | +25.1% |
| 1Y | +40.0% | -8.1% | +48.1% | +41.7% |
| 3Y | +339.2% | +64.0% | +275.2% | +232.7% |
| 5Y | +229.2% | +12.6% | +216.5% | +190.2% |
| All | +526.0% | +373.2% | +152.8% | +215.8% |
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