+457.2%
GS vs TECH
+190.5%
+266.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | +1.7% | +0.5% | +1.2% | +1.5% |
| 3M | -11.6% | +1.1% | -12.7% | -11.9% |
| 6M | -1.9% | +51.0% | -52.9% | -14.3% |
| YTD | +5.1% | +24.4% | -19.3% | -4.1% |
| 1Y | +16.4% | +27.4% | -11.0% | +5.2% |
| 3Y | +199.0% | +28.5% | +170.5% | +156.3% |
| 5Y | +157.4% | -40.9% | +198.3% | +181.0% |
| 10Y | +457.2% | +192.5% | +264.7% | +184.5% |
| All | +457.2% | +190.5% | +266.7% | +184.5% |
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