-22.9%
GIS vs TECH
-42.1%
+19.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -8.6% | -0.1% | -8.5% | -8.6% |
| 30D | -0.5% | +0.3% | -0.7% | -0.5% |
| 3M | +11.9% | +32.9% | -21.0% | +9.8% |
| 6M | -11.6% | +32.1% | -43.7% | -13.5% |
| YTD | -16.3% | +23.4% | -39.7% | -17.8% |
| 1Y | -21.8% | +34.1% | -55.8% | -23.8% |
| 3Y | -35.7% | +2.2% | -37.8% | -36.9% |
| 5Y | -22.9% | -41.8% | +18.9% | -23.7% |
| All | -22.9% | -42.1% | +19.3% | -23.7% |
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