+185.8%
GS vs SONY
+57.9%
+127.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | -3.2% | +6.7% | -9.9% | -5.1% |
| 30D | -2.4% | +14.8% | -17.2% | -6.4% |
| 3M | -15.7% | +16.9% | -32.6% | -19.7% |
| 6M | -6.8% | +30.2% | -37.0% | -14.8% |
| YTD | -0.1% | +5.5% | -5.5% | -2.1% |
| 1Y | +12.1% | -4.6% | +16.7% | +13.6% |
| 3Y | +185.8% | +57.2% | +128.6% | +153.8% |
| All | +185.8% | +57.9% | +127.9% | +153.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling