+349.2%
CG vs TECH
+179.8%
+169.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -1.3% | +0.2% | -1.4% | -1.3% |
| 30D | -3.2% | +0.1% | -3.3% | -3.2% |
| 3M | +6.2% | +37.5% | -31.3% | -8.9% |
| 6M | -4.7% | +34.6% | -39.2% | -19.3% |
| YTD | -20.6% | +23.5% | -44.1% | -30.2% |
| 1Y | -26.4% | +34.4% | -60.8% | -38.8% |
| 3Y | +55.4% | +2.3% | +53.1% | +39.7% |
| 5Y | +9.8% | -41.7% | +51.5% | +28.8% |
| All | +349.2% | +179.8% | +169.4% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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