+139.3%
GS vs TECH
-40.1%
+179.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -3.2% | +0.2% | -3.4% | -3.2% |
| 30D | -2.4% | +0.3% | -2.8% | -2.5% |
| 3M | -15.7% | +1.3% | -17.1% | -16.0% |
| 6M | -6.8% | +54.0% | -60.7% | -17.7% |
| YTD | -0.1% | +24.3% | -24.3% | -7.6% |
| 1Y | +12.1% | +25.8% | -13.7% | +3.1% |
| 3Y | +185.8% | +26.0% | +159.8% | +150.6% |
| All | +139.3% | -40.1% | +179.5% | +136.4% |
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 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