+11.0%
GS vs SONY
-11.5%
+22.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.1% | -1.5% |
| 7D | +5.1% | -3.2% | +8.3% | +5.4% |
| 30D | +2.4% | +9.6% | -7.1% | +1.1% |
| 3M | -11.5% | +13.3% | -24.7% | -13.1% |
| 6M | -2.5% | +20.3% | -22.8% | -4.9% |
| YTD | +5.5% | +4.1% | +1.3% | +6.1% |
| 1Y | +11.0% | -11.9% | +22.9% | +18.2% |
| All | +11.0% | -11.5% | +22.5% | +18.2% |
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