+212.6%
GLW vs TECH
-40.1%
+252.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -13.9% | +0.2% | -14.1% | -14.0% |
| 30D | -35.0% | +0.3% | -35.3% | -35.0% |
| 3M | -32.4% | +1.3% | -33.7% | -32.6% |
| 6M | -41.3% | +54.0% | -95.3% | -47.2% |
| YTD | +21.8% | +24.3% | -2.4% | +13.6% |
| 1Y | +21.8% | +25.8% | -4.0% | +13.2% |
| 3Y | +307.7% | +26.0% | +281.7% | +259.3% |
| All | +212.6% | -40.1% | +252.8% | +220.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling