+183.7%
TECH vs GFI
+1,066.8%
-883.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.1% |
| 7D | -0.4% | -4.9% | +4.4% | -0.2% |
| 30D | 0.0% | +10.7% | -10.8% | -0.6% |
| 3M | +33.7% | +25.6% | +8.0% | +32.0% |
| 6M | +34.9% | -8.3% | +43.2% | +34.8% |
| YTD | +23.2% | +6.3% | +16.9% | +22.1% |
| 1Y | +36.3% | +22.1% | +14.2% | +34.1% |
| 3Y | +2.3% | +289.2% | -286.9% | -5.4% |
| 5Y | -42.9% | +531.7% | -574.6% | -47.8% |
| All | +183.7% | +1,066.8% | -883.2% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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