-42.9%
TECH vs GFI
+515.1%
-558.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | 0.0% |
| 7D | -0.5% | -5.1% | +4.6% | 0.0% |
| 30D | 0.0% | +13.4% | -13.4% | -1.3% |
| 3M | +37.4% | +36.2% | +1.2% | +32.9% |
| 6M | +36.9% | -9.8% | +46.7% | +37.0% |
| YTD | +23.1% | +7.7% | +15.4% | +20.4% |
| 1Y | +42.2% | +27.2% | +15.1% | +36.1% |
| 3Y | +1.9% | +300.3% | -298.4% | -18.4% |
| 5Y | -42.9% | +539.8% | -582.7% | -56.9% |
| All | -42.9% | +515.1% | -558.1% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling