+3,524.4%
GLW vs SONY
+594.1%
+2,930.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.3% | +7.8% |
| 7D | +1.4% | +2.1% | -0.7% | +0.1% |
| 30D | -18.2% | +9.2% | -27.4% | -21.8% |
| 3M | -24.2% | +12.2% | -36.4% | -28.7% |
| 6M | -41.7% | +24.4% | -66.1% | -48.2% |
| YTD | +38.3% | +3.5% | +34.8% | +32.6% |
| 1Y | +38.2% | -9.2% | +47.3% | +39.7% |
| 3Y | +363.4% | +55.6% | +307.8% | +264.6% |
| 5Y | +254.6% | +12.0% | +242.6% | +213.5% |
| 10Y | +562.0% | +363.7% | +198.3% | +214.4% |
| All | +3,524.4% | +594.1% | +2,930.3% | +1,321.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling