-57.2%
GME vs SONY
+8.8%
-66.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.3% |
| 7D | +6.0% | -5.8% | +11.8% | +10.4% |
| 30D | +8.3% | -0.4% | +8.7% | +8.3% |
| 3M | -9.1% | +13.3% | -22.3% | -17.4% |
| 6M | -16.3% | +8.5% | -24.8% | -22.6% |
| YTD | +1.5% | -8.1% | +9.7% | +5.6% |
| 1Y | -16.3% | -17.9% | +1.6% | -6.5% |
| 3Y | +15.1% | +41.4% | -26.3% | -29.0% |
| 5Y | -57.2% | +9.3% | -66.4% | -67.0% |
| All | -57.2% | +8.8% | -66.0% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling