+185.7%
GS vs SONY
+16.3%
+169.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | +0.9% | -1.2% | +2.1% | +1.4% |
| 30D | -1.6% | +9.4% | -11.0% | -5.0% |
| 3M | -4.5% | +10.5% | -15.0% | -8.6% |
| 6M | +20.9% | +11.7% | +9.2% | +14.8% |
| YTD | +19.9% | -4.1% | +24.0% | +20.7% |
| 1Y | +41.4% | -11.8% | +53.2% | +46.9% |
| 3Y | +239.2% | +45.9% | +193.3% | +181.4% |
| All | +185.7% | +16.3% | +169.4% | +158.3% |
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