+14.7%
GTLB vs SONY
-10.8%
+25.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | +11.1% | -1.2% | +12.2% | +11.2% |
| 30D | +37.8% | +9.4% | +28.4% | +35.8% |
| 3M | +61.6% | +10.5% | +51.1% | +57.0% |
| 6M | +98.9% | +11.7% | +87.2% | +94.2% |
| YTD | +32.8% | -4.1% | +36.8% | +29.6% |
| 1Y | +14.7% | -11.8% | +26.4% | +15.5% |
| All | +14.7% | -10.8% | +25.5% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling