-12.1%
GFS vs TECH
-41.8%
+29.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -5.3% | +0.2% | -5.5% | -5.4% |
| 30D | -15.8% | +0.5% | -16.3% | -16.0% |
| 3M | -18.6% | +1.1% | -19.7% | -19.0% |
| 6M | -45.0% | +51.0% | -96.0% | -54.2% |
| YTD | +16.8% | +24.4% | -7.6% | +3.3% |
| 1Y | +17.8% | +27.4% | -9.7% | +2.5% |
| 3Y | -21.5% | +28.5% | -50.0% | -37.8% |
| 5Y | -29.3% | -40.9% | +11.5% | -22.2% |
| All | -12.1% | -41.8% | +29.7% | -4.1% |
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