-54.8%
GTLB vs TECH
-39.6%
-15.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -5.7% | -0.4% | -5.3% | -5.5% |
| 30D | +15.1% | 0.0% | +15.2% | +15.2% |
| 3M | +65.5% | +33.7% | +31.8% | +36.6% |
| 6M | +102.9% | +34.9% | +68.0% | +61.8% |
| YTD | +25.2% | +23.2% | +2.0% | +4.7% |
| 1Y | -5.5% | +36.3% | -41.8% | -27.9% |
| 3Y | -10.9% | +2.3% | -13.2% | -25.6% |
| All | -54.8% | -39.6% | -15.2% | -28.0% |
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 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