+524.5%
GLW vs TECH
+187.6%
+336.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.5% | -4.5% |
| 7D | +7.5% | 0.0% | +7.5% | +7.5% |
| 30D | -19.0% | +0.4% | -19.4% | -19.1% |
| 3M | -27.9% | +1.0% | -28.9% | -28.1% |
| 6M | -44.6% | +62.7% | -107.2% | -52.8% |
| YTD | +31.0% | +24.3% | +6.7% | +18.7% |
| 1Y | +39.7% | +20.5% | +19.2% | +27.9% |
| 3Y | +338.2% | +29.3% | +308.9% | +264.9% |
| 5Y | +228.4% | -41.0% | +269.4% | +269.8% |
| All | +524.5% | +187.6% | +336.9% | +199.9% |
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