+342.1%
GLW vs TECH
-42.5%
+384.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | -1.3% | +0.7% | -2.1% | -1.5% |
| 3M | -21.8% | +36.3% | -58.2% | -27.3% |
| 6M | +6.9% | +25.6% | -18.7% | -0.1% |
| YTD | +77.2% | +23.7% | +53.5% | +65.5% |
| 1Y | +123.2% | +37.6% | +85.6% | +101.2% |
| 3Y | +400.0% | -6.6% | +406.6% | +385.6% |
| All | +342.1% | -42.5% | +384.6% | +355.3% |
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