+205.6%
GLD vs TECH
+187.7%
+17.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -5.5% | +0.2% | -5.7% | -5.5% |
| 30D | -7.0% | +0.5% | -7.5% | -7.0% |
| 3M | -12.4% | +1.0% | -13.3% | -12.4% |
| 6M | -18.0% | +54.1% | -72.1% | -19.3% |
| YTD | -10.5% | +24.4% | -34.8% | -11.4% |
| 1Y | -8.1% | +19.3% | -27.4% | -8.9% |
| 3Y | +97.7% | +28.5% | +69.2% | +94.9% |
| 5Y | +103.4% | -41.0% | +144.4% | +104.0% |
| All | +205.6% | +187.7% | +17.9% | +210.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling