+165.2%
GD vs TECH
+187.9%
-22.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +2.7% | +0.1% | +2.5% | +2.6% |
| 30D | +8.6% | +0.5% | +8.1% | +8.5% |
| 3M | -7.1% | +1.1% | -8.2% | -7.2% |
| 6M | +7.5% | +62.8% | -55.4% | -2.4% |
| YTD | +9.9% | +24.5% | -14.5% | +4.0% |
| 1Y | +7.6% | +20.6% | -13.1% | +2.3% |
| 3Y | +56.2% | +29.5% | +26.7% | +41.8% |
| 5Y | +100.6% | -40.9% | +141.5% | +112.8% |
| All | +165.2% | +187.9% | -22.7% | +62.0% |
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