+2,064.0%
GS vs TECH
+2,428.9%
-364.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | -1.6% | +0.7% | -2.3% | -1.8% |
| 3M | -4.5% | +36.3% | -40.8% | -13.4% |
| 6M | +20.9% | +25.6% | -4.7% | +10.8% |
| YTD | +19.9% | +23.7% | -3.8% | +10.0% |
| 1Y | +41.4% | +37.6% | +3.8% | +24.8% |
| 3Y | +239.2% | -6.6% | +245.7% | +224.5% |
| 5Y | +185.0% | -42.2% | +227.3% | +206.0% |
| 10Y | +655.0% | +187.6% | +467.4% | +392.5% |
| All | +2,064.0% | +2,428.9% | -364.8% | +738.5% |
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 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