-54.8%
GTLB vs SONY
+10.5%
-65.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.8% |
| 7D | -5.7% | -2.7% | -3.0% | -3.8% |
| 30D | +15.1% | +1.5% | +13.6% | +13.6% |
| 3M | +65.5% | +13.0% | +52.5% | +50.8% |
| 6M | +102.9% | +11.2% | +91.7% | +83.6% |
| YTD | +25.2% | -6.6% | +31.8% | +28.9% |
| 1Y | -5.5% | -18.1% | +12.6% | +6.6% |
| 3Y | -10.9% | +42.1% | -53.0% | -43.9% |
| All | -54.8% | +10.5% | -65.2% | -60.4% |
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