-44.4%
GLW vs SONY
+17.9%
-62.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -3.1% |
| 7D | +7.7% | +0.3% | +7.5% | +8.1% |
| 30D | -18.8% | +11.1% | -30.0% | -11.8% |
| 3M | -27.7% | +14.7% | -42.4% | -20.2% |
| 6M | -44.4% | +18.8% | -63.2% | -31.9% |
| All | -44.4% | +17.9% | -62.3% | -31.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling