+19.7%
TECH vs GGLL
-11.6%
+31.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -0.5% |
| 7D | +0.1% | -23.1% | +23.2% | +2.0% |
| 30D | +0.2% | -32.9% | +33.1% | +3.6% |
| 3M | +1.0% | -44.9% | +45.9% | +6.6% |
| 6M | +33.3% | -49.5% | +82.8% | +41.4% |
| YTD | +24.2% | -28.9% | +53.1% | +21.2% |
| 1Y | +19.7% | -12.2% | +31.9% | +12.5% |
| All | +19.7% | -11.6% | +31.3% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling