+199.8%
GS vs TECH
+29.6%
+170.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +5.9% | +0.1% | +5.7% | +5.8% |
| 30D | +4.3% | +0.5% | +3.8% | +4.2% |
| 3M | -11.7% | +1.1% | -12.8% | -11.9% |
| 6M | -3.2% | +62.8% | -66.0% | -13.8% |
| YTD | +5.8% | +24.5% | -18.7% | -0.8% |
| 1Y | +16.0% | +20.6% | -4.6% | +9.5% |
| 3Y | +199.8% | +29.5% | +170.3% | +160.5% |
| All | +199.8% | +29.6% | +170.1% | +160.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling