+48.2%
GSK vs SONY
+8.8%
+39.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -5.4% | -5.8% | +0.4% | -4.7% |
| 30D | -4.6% | -0.4% | -4.2% | -4.6% |
| 3M | -5.1% | +13.3% | -18.4% | -6.5% |
| 6M | -11.4% | +8.5% | -19.9% | -12.5% |
| YTD | +0.7% | -8.1% | +8.8% | +1.3% |
| 1Y | +23.0% | -17.9% | +40.9% | +25.2% |
| 3Y | +48.0% | +41.4% | +6.5% | +40.5% |
| 5Y | +48.2% | +9.3% | +38.9% | +38.8% |
| All | +48.2% | +8.8% | +39.4% | +38.8% |
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