-21.5%
GFS vs TECH
+29.9%
-51.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -15.9% |
| 3M | -18.6% | +1.1% | -19.7% | -18.9% |
| 6M | -45.0% | +51.0% | -96.0% | -52.1% |
| YTD | +16.8% | +24.4% | -7.6% | +6.9% |
| 1Y | +17.8% | +27.4% | -9.7% | +6.5% |
| 3Y | -21.5% | +28.5% | -50.0% | -38.8% |
| All | -21.5% | +29.9% | -51.4% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling