-7.8%
GFS vs TECH
-41.8%
+34.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +17.2% | +0.2% | +17.0% | +17.1% |
| 30D | -8.7% | +0.5% | -9.2% | -8.9% |
| 3M | -19.7% | +1.0% | -20.6% | -20.0% |
| 6M | -40.7% | +54.1% | -94.8% | -51.1% |
| YTD | +22.5% | +24.4% | -1.9% | +8.3% |
| 1Y | +25.2% | +19.3% | +5.9% | +12.6% |
| 3Y | -17.7% | +28.5% | -46.2% | -34.8% |
| 5Y | -23.5% | -41.0% | +17.4% | -15.9% |
| All | -7.8% | -41.8% | +34.0% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling