+739.4%
GLD vs TECH
+831.5%
-92.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +4.7% | +0.2% | +4.5% | +4.7% |
| 30D | -0.9% | +0.3% | -1.2% | -0.9% |
| 3M | -4.4% | +1.3% | -5.7% | -4.4% |
| 6M | -13.6% | +54.0% | -67.5% | -14.5% |
| YTD | -6.0% | +24.3% | -30.3% | -6.7% |
| 1Y | +1.8% | +25.8% | -24.0% | +1.0% |
| 3Y | +103.2% | +26.0% | +77.2% | +101.4% |
| 5Y | +119.3% | -40.1% | +159.4% | +119.3% |
| 10Y | +199.5% | +210.6% | -11.1% | +196.8% |
| All | +739.4% | +831.5% | -92.1% | +708.2% |
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