+339.2%
GLW vs TECH
+29.6%
+309.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +7.7% | +0.1% | +7.6% | +7.7% |
| 30D | -18.8% | +0.5% | -19.4% | -18.9% |
| 3M | -27.7% | +1.1% | -28.8% | -27.9% |
| 6M | -44.4% | +62.8% | -107.3% | -48.9% |
| YTD | +31.3% | +24.5% | +6.8% | +24.7% |
| 1Y | +40.0% | +20.6% | +19.4% | +33.8% |
| 3Y | +339.2% | +29.5% | +309.8% | +291.7% |
| All | +339.2% | +29.6% | +309.6% | +291.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling