+1,704.0%
GS vs SONY
+251.6%
+1,452.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.5% |
| 7D | -3.2% | +6.7% | -9.9% | -6.1% |
| 30D | -2.4% | +14.8% | -17.2% | -8.3% |
| 3M | -15.7% | +16.9% | -32.6% | -21.6% |
| 6M | -6.8% | +30.2% | -37.0% | -18.0% |
| YTD | -0.1% | +5.5% | -5.5% | -4.2% |
| 1Y | +12.1% | -4.6% | +16.7% | +11.9% |
| 3Y | +185.8% | +57.2% | +128.6% | +124.9% |
| 5Y | +140.1% | +12.1% | +128.0% | +114.6% |
| 10Y | +505.2% | +361.6% | +143.7% | +182.4% |
| All | +1,704.0% | +251.6% | +1,452.4% | +587.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling