+9.3%
SONY vs GAP
+3.0%
+6.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | -5.8% | -6.3% | +0.5% | -5.0% |
| 30D | -0.4% | -0.2% | -0.1% | -0.5% |
| 3M | +13.3% | 0.0% | +13.3% | +13.0% |
| 6M | +8.5% | -8.1% | +16.6% | +8.9% |
| YTD | -8.1% | -16.5% | +8.3% | -6.8% |
| 1Y | -17.9% | -10.5% | -7.4% | -17.8% |
| 3Y | +41.4% | +104.0% | -62.5% | +18.0% |
| 5Y | +9.3% | +6.8% | +2.5% | -7.6% |
| All | +9.3% | +3.0% | +6.3% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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