+170.6%
GD vs TECH
+193.9%
-23.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +9.5% | +0.3% | +9.1% | +9.4% |
| 3M | -5.8% | +1.0% | -6.9% | -6.0% |
| 6M | +7.7% | +54.0% | -46.2% | -1.1% |
| YTD | +11.1% | +24.3% | -13.3% | +5.1% |
| 1Y | +6.1% | +23.7% | -17.6% | +0.4% |
| 3Y | +59.8% | +28.5% | +31.4% | +45.4% |
| 5Y | +104.6% | -41.2% | +145.9% | +117.3% |
| 10Y | +170.6% | +189.2% | -18.6% | +65.3% |
| All | +170.6% | +193.9% | -23.3% | +65.3% |
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