-6.8%
GS vs SONY
+31.5%
-38.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.5% |
| 7D | -3.2% | +6.7% | -9.9% | -2.8% |
| 30D | -2.4% | +14.8% | -17.2% | -1.9% |
| 3M | -15.7% | +16.9% | -32.6% | -15.2% |
| 6M | -6.8% | +30.2% | -37.0% | -5.5% |
| All | -6.8% | +31.5% | -38.2% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling