-33.8%
GIS vs TECH
-41.0%
+7.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +6.9% | +0.5% | +6.4% | +6.8% |
| 3M | -10.1% | +1.1% | -11.2% | -10.2% |
| 6M | +5.9% | +62.8% | -57.0% | +2.6% |
| YTD | -21.1% | +24.5% | -45.6% | -22.6% |
| 1Y | -22.5% | +20.6% | -43.1% | -23.8% |
| 3Y | -39.0% | +29.5% | -68.5% | -40.3% |
| All | -33.8% | -41.0% | +7.2% | -35.7% |
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 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