+642.6%
GS vs SONY
+271.8%
+370.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +1.5% |
| 7D | +3.4% | -5.2% | +8.5% | +5.6% |
| 30D | +0.2% | +0.3% | -0.1% | -0.1% |
| 3M | -0.3% | +6.2% | -6.6% | -3.6% |
| 6M | +27.4% | +9.5% | +17.8% | +21.2% |
| YTD | +19.6% | -8.1% | +27.7% | +22.2% |
| 1Y | +42.5% | -17.9% | +60.4% | +52.1% |
| 3Y | +240.4% | +41.5% | +198.9% | +182.0% |
| 5Y | +188.9% | +11.8% | +177.1% | +159.5% |
| 10Y | +642.6% | +275.4% | +367.1% | +354.7% |
| All | +642.6% | +271.8% | +370.7% | +354.7% |
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