+93.8%
GD vs TECH
-40.1%
+133.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -5.0% | +0.2% | -5.1% | -5.0% |
| 30D | +8.9% | +0.3% | +8.6% | +8.9% |
| 3M | -8.0% | +1.3% | -9.4% | -8.2% |
| 6M | +2.9% | +54.0% | -51.1% | -3.7% |
| YTD | +7.1% | +24.3% | -17.2% | +2.8% |
| 1Y | +5.9% | +25.8% | -19.9% | +1.4% |
| 3Y | +53.9% | +26.0% | +27.9% | +44.2% |
| All | +93.8% | -40.1% | +133.9% | +93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling