-36.4%
GLXY vs TECH
+51.8%
-88.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.2% | +6.2% |
| 7D | -0.5% | +0.2% | -0.8% | -0.6% |
| 30D | -28.6% | +0.5% | -29.1% | -28.7% |
| 3M | -28.1% | +0.9% | -28.9% | -28.2% |
| 6M | -52.0% | +51.0% | -103.0% | -58.9% |
| YTD | -35.1% | +24.4% | -59.5% | -40.2% |
| 1Y | -54.0% | +27.6% | -81.6% | -57.9% |
| All | -36.4% | +51.8% | -88.1% | -46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling