+122.4%
GLW vs SONY
-16.9%
+139.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.8% |
| 7D | +7.8% | -2.7% | +10.5% | +8.2% |
| 30D | -0.4% | +1.5% | -2.0% | -1.1% |
| 3M | -5.6% | +13.0% | -18.6% | -9.6% |
| 6M | +26.7% | +11.2% | +15.5% | +20.3% |
| YTD | +91.0% | -6.6% | +97.7% | +92.5% |
| 1Y | +122.4% | -18.1% | +140.5% | +139.1% |
| All | +122.4% | -16.9% | +139.3% | +139.1% |
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