-54.1%
GTLB vs TECH
-38.9%
-15.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -0.7% | +0.1% | -0.9% | -0.8% |
| 30D | -10.2% | +0.5% | -10.7% | -10.5% |
| 3M | +10.1% | +1.1% | +9.0% | +9.5% |
| 6M | +116.5% | +62.8% | +53.6% | +57.8% |
| YTD | +27.2% | +24.5% | +2.7% | +5.7% |
| 1Y | +8.6% | +20.6% | -12.1% | -8.6% |
| 3Y | +5.6% | +29.5% | -23.9% | -31.1% |
| 5Y | -61.8% | -40.9% | -20.9% | -40.1% |
| All | -54.1% | -38.9% | -15.1% | -27.3% |
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