+82.9%
SONY vs GGLL
+194.0%
-111.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +5.2% | +5.1% | +0.1% | +4.4% |
| 30D | +10.7% | -35.5% | +46.2% | +17.0% |
| 3M | +12.1% | -39.2% | +51.3% | +19.2% |
| 6M | +32.6% | -54.4% | +86.9% | +45.7% |
| YTD | +4.3% | -29.8% | +34.2% | +5.7% |
| 1Y | -4.5% | -20.4% | +15.9% | -5.8% |
| 3Y | +56.9% | +149.7% | -92.8% | +15.7% |
| All | +82.9% | +194.0% | -111.2% | +28.2% |
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