+478.5%
GS vs TECH
+204.1%
+274.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.6% |
| 7D | +0.8% | +0.2% | +0.6% | +0.8% |
| 30D | +1.2% | +0.5% | +0.7% | +1.1% |
| 3M | -12.4% | +0.9% | -13.3% | -12.6% |
| 6M | -2.3% | +51.0% | -53.4% | -14.7% |
| YTD | +4.6% | +24.4% | -19.8% | -4.6% |
| 1Y | +17.5% | +27.6% | -10.1% | +6.1% |
| 3Y | +202.0% | +29.9% | +172.1% | +157.8% |
| 5Y | +152.4% | -40.6% | +193.0% | +175.2% |
| 10Y | +478.5% | +196.7% | +281.8% | +190.6% |
| All | +478.5% | +204.1% | +274.4% | +190.6% |
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