+12.0%
SONY vs GPC
+6.4%
+5.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.6% |
| 7D | +2.1% | -2.1% | +4.2% | +2.6% |
| 30D | +9.2% | -4.5% | +13.7% | +10.4% |
| 3M | +12.2% | -7.7% | +19.9% | +14.4% |
| 6M | +24.4% | +24.3% | +0.1% | +16.9% |
| YTD | +3.5% | +3.5% | 0.0% | +1.3% |
| 1Y | -9.2% | +0.7% | -9.9% | -10.5% |
| 3Y | +55.6% | 0.0% | +55.6% | +48.6% |
| 5Y | +12.0% | +5.8% | +6.1% | -3.4% |
| All | +12.0% | +6.4% | +5.5% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 5y: compounded portfolio wealth divided by compounded GPC 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…
5y analysis · Full analysis span regression · 6 months rolling