+4,542.6%
GLW vs SONY
+543.6%
+3,999.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +6.3% |
| 7D | +3.8% | -1.2% | +4.9% | +4.2% |
| 30D | -1.3% | +9.4% | -10.8% | -5.1% |
| 3M | -21.8% | +10.5% | -32.3% | -25.9% |
| 6M | +6.9% | +11.7% | -4.8% | +1.0% |
| YTD | +77.2% | -4.1% | +81.2% | +77.4% |
| 1Y | +123.2% | -11.8% | +135.0% | +130.6% |
| 3Y | +400.0% | +45.9% | +354.1% | +307.8% |
| 5Y | +342.8% | +16.3% | +326.5% | +289.1% |
| 10Y | +771.4% | +297.6% | +473.8% | +345.5% |
| All | +4,542.6% | +543.6% | +3,999.0% | +1,802.0% |
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 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