+238.0%
GM vs SONY
+281.1%
-43.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.2% |
| 7D | -2.4% | -2.7% | +0.2% | -1.5% |
| 30D | -1.1% | +1.5% | -2.6% | -1.7% |
| 3M | +6.1% | +13.0% | -6.9% | +1.1% |
| 6M | +15.0% | +11.2% | +3.8% | +9.5% |
| YTD | +6.0% | -6.6% | +12.6% | +7.5% |
| 1Y | +47.1% | -18.1% | +65.2% | +55.9% |
| 3Y | +170.5% | +42.1% | +128.4% | +125.1% |
| 5Y | +80.5% | +11.0% | +69.5% | +63.8% |
| 10Y | +238.7% | +289.2% | -50.5% | +96.4% |
| All | +238.0% | +281.1% | -43.1% | +83.5% |
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