+81.6%
GM vs TECH
-42.4%
+123.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.1% | +2.9% |
| 7D | -1.1% | -0.5% | -0.5% | -0.9% |
| 30D | -3.4% | 0.0% | -3.4% | -3.4% |
| 3M | +8.7% | +37.4% | -28.8% | -1.6% |
| 6M | +15.4% | +36.9% | -21.4% | +3.0% |
| YTD | +6.6% | +23.1% | -16.5% | -2.0% |
| 1Y | +51.5% | +42.2% | +9.2% | +31.8% |
| 3Y | +169.3% | +1.9% | +167.4% | +151.0% |
| 5Y | +81.6% | -42.9% | +124.5% | +83.9% |
| All | +81.6% | -42.4% | +123.9% | +83.9% |
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