-14.9%
GME vs SONY
-16.9%
+2.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.5% |
| 7D | +10.4% | -2.7% | +13.1% | +10.7% |
| 30D | +14.1% | +1.5% | +12.5% | +13.8% |
| 3M | -4.6% | +13.0% | -17.6% | -6.0% |
| 6M | -13.5% | +11.2% | -24.7% | -15.2% |
| YTD | +5.3% | -6.6% | +12.0% | +2.3% |
| 1Y | -14.9% | -18.1% | +3.2% | -16.6% |
| All | -14.9% | -16.9% | +2.0% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling