-34.7%
GFS vs TECH
-40.1%
+5.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.1% | +6.1% |
| 7D | -7.8% | +0.2% | -8.0% | -7.9% |
| 30D | -19.7% | +0.3% | -20.0% | -19.8% |
| 3M | -23.1% | +1.3% | -24.5% | -23.5% |
| 6M | -46.4% | +54.0% | -100.3% | -56.1% |
| YTD | +11.0% | +24.3% | -13.3% | -2.0% |
| 1Y | +12.6% | +25.8% | -13.2% | -1.6% |
| 3Y | -24.9% | +26.0% | -50.9% | -40.1% |
| All | -34.7% | -40.1% | +5.4% | -26.8% |
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 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