+3,093.2%
GLW vs TECH
+101,542.6%
-98,449.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -32.5% |
| 6M | -41.3% | +54.0% | -95.3% | -46.9% |
| YTD | +21.8% | +24.3% | -2.4% | +14.1% |
| 1Y | +21.8% | +25.8% | -4.0% | +13.7% |
| 3Y | +307.7% | +26.0% | +281.7% | +269.6% |
| 5Y | +213.7% | -40.1% | +253.8% | +229.8% |
| 10Y | +509.3% | +210.6% | +298.7% | +349.1% |
| All | +3,093.2% | +101,542.6% | -98,449.4% | +1,311.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling