+216.8%
GLDM vs TECH
+91.3%
+125.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +2.9% | +0.2% | +2.6% | +2.9% |
| 30D | -3.9% | +0.5% | -4.4% | -3.9% |
| 3M | -8.1% | +1.1% | -9.2% | -8.2% |
| 6M | -14.7% | +51.0% | -65.7% | -16.0% |
| YTD | -6.6% | +24.4% | -30.9% | -7.6% |
| 1Y | -2.1% | +27.4% | -29.5% | -3.2% |
| 3Y | +107.7% | +28.5% | +79.2% | +104.7% |
| 5Y | +116.5% | -40.9% | +157.3% | +117.3% |
| All | +216.8% | +91.3% | +125.4% | +210.7% |
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 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