-11.8%
SONY vs GFI
+45.3%
-57.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | -1.2% | +3.1% | -4.3% | -1.5% |
| 30D | +9.4% | +27.1% | -17.7% | +6.8% |
| 3M | +10.5% | +21.2% | -10.7% | +8.3% |
| 6M | +11.7% | -4.5% | +16.2% | +11.4% |
| YTD | -4.1% | +11.7% | -15.8% | -4.6% |
| 1Y | -11.8% | +46.0% | -57.8% | -11.5% |
| All | -11.8% | +45.3% | -57.0% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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