+68.2%
SONY vs GGLL
+328.7%
-260.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.2% |
| 7D | -1.2% | -4.8% | +3.6% | -0.4% |
| 30D | +9.4% | -13.7% | +23.1% | +11.8% |
| 3M | +10.5% | -21.9% | +32.3% | +13.6% |
| 6M | +11.7% | +11.7% | 0.0% | +7.2% |
| YTD | -4.1% | +2.3% | -6.3% | -7.0% |
| 1Y | -11.8% | +76.2% | -88.0% | -23.1% |
| 3Y | +45.9% | +245.0% | -199.1% | +3.9% |
| All | +68.2% | +328.7% | -260.5% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling