+394.5%
GLW vs SONY
+9.8%
+384.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +16.9% | -4.9% | +21.8% | +18.6% |
| 30D | +7.0% | -1.6% | +8.6% | +7.2% |
| 3M | -3.0% | +10.0% | -13.0% | -7.4% |
| 6M | +31.0% | +8.4% | +22.6% | +25.7% |
| YTD | +93.4% | -8.4% | +101.8% | +96.7% |
| 1Y | +134.7% | -18.4% | +153.1% | +148.6% |
| 3Y | +471.8% | +41.0% | +430.8% | +382.7% |
| 5Y | +394.5% | +9.3% | +385.2% | +335.0% |
| All | +394.5% | +9.8% | +384.7% | +335.0% |
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 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