+478.1%
GLW vs SONY
+39.5%
+438.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +16.9% | -4.9% | +21.8% | +18.2% |
| 30D | +7.0% | -1.6% | +8.6% | +7.1% |
| 3M | -3.0% | +10.0% | -13.0% | -6.6% |
| 6M | +31.0% | +8.4% | +22.6% | +26.4% |
| YTD | +93.4% | -8.4% | +101.8% | +95.8% |
| 1Y | +134.7% | -18.4% | +153.1% | +145.9% |
| All | +478.1% | +39.5% | +438.6% | +423.8% |
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 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