-55.4%
GTLB vs SONY
+8.3%
-63.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.5% |
| 7D | -6.6% | -4.9% | -1.7% | -3.2% |
| 30D | +13.7% | -1.6% | +15.3% | +14.7% |
| 3M | +52.9% | +10.0% | +42.9% | +42.1% |
| 6M | +88.5% | +8.4% | +80.1% | +73.8% |
| YTD | +23.4% | -8.4% | +31.9% | +28.8% |
| 1Y | -3.8% | -18.4% | +14.5% | +8.4% |
| 3Y | -11.5% | +41.0% | -52.5% | -44.3% |
| All | -55.4% | +8.3% | -63.7% | -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 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