+1,350.9%
GIS vs TECH
+101,682.4%
-100,331.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.5% |
| 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% | -40.8% |
| 5Y | -33.3% | -40.9% | +7.6% | -32.7% |
| 10Y | -17.0% | +189.5% | -206.5% | -25.0% |
| All | +1,350.9% | +101,682.4% | -100,331.4% | +844.6% |
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