+548.9%
SONY vs GPC
+2,341.8%
-1,792.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.1% |
| 7D | -1.2% | +1.2% | -2.4% | -1.7% |
| 30D | +9.4% | +6.0% | +3.5% | +6.9% |
| 3M | +10.5% | +42.6% | -32.1% | -5.1% |
| 6M | +11.7% | +22.8% | -11.1% | +1.5% |
| YTD | -4.1% | +15.5% | -19.5% | -11.3% |
| 1Y | -11.8% | +2.0% | -13.8% | -14.4% |
| 3Y | +45.9% | -1.4% | +47.3% | +38.3% |
| 5Y | +16.3% | +30.6% | -14.3% | -4.0% |
| 10Y | +297.6% | +80.6% | +217.0% | +163.6% |
| All | +548.9% | +2,341.8% | -1,792.8% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling