-10.3%
GFS vs TECH
-41.8%
+31.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +7.4% | +0.1% | +7.2% | +7.3% |
| 30D | -15.3% | +0.5% | -15.8% | -15.4% |
| 3M | -21.1% | +1.1% | -22.2% | -21.4% |
| 6M | -44.5% | +62.8% | -107.3% | -55.2% |
| YTD | +19.2% | +24.5% | -5.2% | +5.4% |
| 1Y | +27.2% | +20.6% | +6.6% | +13.8% |
| 3Y | -20.1% | +29.5% | -49.6% | -37.0% |
| 5Y | -25.6% | -40.9% | +15.3% | -18.2% |
| All | -10.3% | -41.8% | +31.5% | -2.1% |
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