-33.4%
GLXY vs SONY
+8.2%
-41.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.6% | -5.1% |
| 7D | +16.9% | -3.2% | +20.1% | +17.9% |
| 30D | -23.0% | +9.6% | -32.6% | -26.0% |
| 3M | -28.0% | +13.3% | -41.2% | -32.2% |
| 6M | -51.6% | +20.3% | -71.9% | -56.5% |
| YTD | -32.1% | +4.1% | -36.3% | -34.6% |
| 1Y | -51.5% | -11.9% | -39.6% | -48.8% |
| All | -33.4% | +8.2% | -41.6% | -37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling