+76.7%
GSK vs SONY
+293.1%
-216.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -3.5% | -2.7% | -0.8% | -3.1% |
| 30D | -3.4% | +1.5% | -5.0% | -3.7% |
| 3M | -8.1% | +13.0% | -21.1% | -10.0% |
| 6M | -11.1% | +11.2% | -22.4% | -12.9% |
| YTD | +0.7% | -6.6% | +7.4% | +1.4% |
| 1Y | +20.1% | -18.1% | +38.3% | +23.2% |
| 3Y | +46.1% | +42.1% | +4.0% | +35.2% |
| 5Y | +48.2% | +11.0% | +37.2% | +40.8% |
| All | +76.7% | +293.1% | -216.3% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling