+286.6%
SONY vs GWRE
+131.0%
+155.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -2.7% | -13.2% | +10.5% | +0.8% |
| 30D | +1.5% | -18.6% | +20.1% | +5.9% |
| 3M | +13.0% | +18.9% | -5.9% | +6.2% |
| 6M | +11.2% | -11.0% | +22.2% | +10.9% |
| YTD | -6.6% | -29.9% | +23.3% | -1.3% |
| 1Y | -18.1% | -44.3% | +26.2% | -7.6% |
| 3Y | +42.1% | +51.7% | -9.6% | +11.4% |
| 5Y | +11.0% | +15.4% | -4.4% | -7.7% |
| All | +286.6% | +131.0% | +155.6% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling