+1,488.6%
GIS vs TECH
+101,053.8%
-99,565.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.5% |
| 7D | -7.8% | +0.1% | -8.0% | -7.9% |
| 30D | +6.6% | +0.7% | +5.9% | +6.5% |
| 3M | +21.0% | +36.3% | -15.4% | +18.4% |
| 6M | -9.1% | +25.6% | -34.6% | -10.8% |
| YTD | -13.6% | +23.7% | -37.3% | -15.2% |
| 1Y | -18.0% | +37.6% | -55.7% | -20.2% |
| 3Y | -33.7% | -6.6% | -27.1% | -34.4% |
| 5Y | -19.4% | -42.2% | +22.8% | -18.5% |
| 10Y | -21.3% | +187.6% | -208.8% | -28.8% |
| All | +1,488.6% | +101,053.8% | -99,565.3% | +934.6% |
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