+20.3%
SONY vs GPC
+22.8%
-2.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.8% |
| 7D | -3.2% | -1.3% | -1.9% | -2.9% |
| 30D | +9.6% | -6.0% | +15.6% | +10.9% |
| 3M | +13.3% | -7.6% | +20.9% | +15.1% |
| 6M | +20.3% | +24.2% | -3.9% | +19.5% |
| All | +20.3% | +22.8% | -2.5% | +19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling