+606.9%
GEV vs TECH
+5.7%
+601.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.8% |
| 7D | -1.9% | -0.5% | -1.4% | -1.8% |
| 30D | -8.7% | 0.0% | -8.7% | -8.7% |
| 3M | +6.6% | +37.4% | -30.8% | +1.6% |
| 6M | +10.2% | +36.9% | -26.7% | +4.1% |
| YTD | +41.6% | +23.1% | +18.5% | +35.5% |
| 1Y | +43.9% | +42.2% | +1.6% | +33.3% |
| All | +606.9% | +5.7% | +601.2% | +627.1% |
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