+519.4%
SONY vs GAP
+2,145.7%
-1,626.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.4% |
| 7D | -4.9% | -3.2% | -1.7% | -4.4% |
| 30D | -1.6% | -0.7% | -0.9% | -1.6% |
| 3M | +10.0% | -0.5% | +10.5% | +9.7% |
| 6M | +8.4% | -5.0% | +13.4% | +8.3% |
| YTD | -8.4% | -14.7% | +6.2% | -7.1% |
| 1Y | -18.4% | -8.6% | -9.7% | -18.5% |
| 3Y | +41.0% | +108.4% | -67.4% | +13.8% |
| 5Y | +9.3% | +5.8% | +3.5% | -4.8% |
| 10Y | +281.7% | +29.6% | +252.0% | +178.2% |
| All | +519.4% | +2,145.7% | -1,626.4% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling