+339.2%
GLW vs SONY
+63.5%
+275.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.6% |
| 7D | +7.7% | +0.3% | +7.5% | +7.7% |
| 30D | -18.8% | +11.1% | -30.0% | -20.9% |
| 3M | -27.7% | +14.7% | -42.4% | -30.3% |
| 6M | -44.4% | +18.8% | -63.2% | -47.2% |
| YTD | +31.3% | +5.7% | +25.5% | +28.3% |
| 1Y | +40.0% | -8.1% | +48.1% | +42.8% |
| 3Y | +339.2% | +64.0% | +275.2% | +285.0% |
| All | +339.2% | +63.5% | +275.7% | +285.0% |
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