+1,710.5%
GS vs TECH
+2,436.9%
-726.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.3% |
| 7D | -6.3% | -0.1% | -6.3% | -6.3% |
| 30D | -3.1% | +0.3% | -3.5% | -3.2% |
| 3M | -17.7% | +1.0% | -18.7% | -17.9% |
| 6M | -4.6% | +28.6% | -33.1% | -12.8% |
| YTD | +0.3% | +24.1% | -23.8% | -8.1% |
| 1Y | +11.7% | +21.9% | -10.2% | +2.8% |
| 3Y | +183.6% | +25.7% | +157.9% | +149.2% |
| 5Y | +141.0% | -40.2% | +181.2% | +156.7% |
| 10Y | +507.4% | +210.1% | +297.4% | +288.4% |
| All | +1,710.5% | +2,436.9% | -726.4% | +601.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling