+38.2%
GLW vs TECH
+26.2%
+12.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.5% | +7.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -18.2% | +0.3% | -18.5% | -18.2% |
| 3M | -24.2% | +1.0% | -25.2% | -24.3% |
| 6M | -41.7% | +54.0% | -95.7% | -43.5% |
| YTD | +38.3% | +24.3% | +14.0% | +33.5% |
| 1Y | +38.2% | +23.7% | +14.5% | +34.0% |
| All | +38.2% | +26.2% | +12.0% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling