+531.5%
SONY vs GFI
+650.5%
-119.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.7% |
| 7D | -2.7% | -4.9% | +2.2% | -2.4% |
| 30D | +1.5% | +10.7% | -9.2% | +0.9% |
| 3M | +13.0% | +25.6% | -12.6% | +11.2% |
| 6M | +11.2% | -8.3% | +19.5% | +11.3% |
| YTD | -6.6% | +6.3% | -12.9% | -7.6% |
| 1Y | -18.1% | +22.1% | -40.2% | -19.8% |
| 3Y | +42.1% | +289.2% | -247.1% | +28.5% |
| 5Y | +11.0% | +531.7% | -520.6% | -3.6% |
| 10Y | +289.2% | +1,043.8% | -754.6% | +214.2% |
| All | +531.5% | +650.5% | -119.0% | +376.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling