+155.6%
GS vs SONY
+12.1%
+143.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | +5.9% | +0.3% | +5.6% | +5.7% |
| 30D | +4.3% | +11.1% | -6.8% | +0.1% |
| 3M | -11.7% | +14.7% | -26.3% | -16.4% |
| 6M | -3.2% | +18.8% | -22.0% | -10.1% |
| YTD | +5.8% | +5.7% | +0.1% | +2.5% |
| 1Y | +16.0% | -8.1% | +24.1% | +18.8% |
| 3Y | +199.8% | +64.0% | +135.8% | +137.4% |
| All | +155.6% | +12.1% | +143.5% | +135.6% |
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