-17.9%
SONY vs GGLL
+60.5%
-78.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | -5.8% | -5.8% | 0.0% | -5.3% |
| 30D | -0.4% | -7.2% | +6.8% | +0.3% |
| 3M | +13.3% | -17.5% | +30.8% | +14.2% |
| 6M | +8.5% | +5.1% | +3.4% | +5.3% |
| YTD | -8.1% | -1.3% | -6.8% | -11.0% |
| 1Y | -17.9% | +60.2% | -78.1% | -27.4% |
| All | -17.9% | +60.5% | -78.4% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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