+25.8%
TECH vs GGLL
+151.4%
-125.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.5% |
| 7D | -0.1% | -1.3% | +1.2% | +0.1% |
| 30D | +0.3% | -36.3% | +36.6% | +5.9% |
| 3M | +1.0% | -42.7% | +43.7% | +8.0% |
| 6M | +28.6% | -53.1% | +81.6% | +40.2% |
| YTD | +24.1% | -32.1% | +56.2% | +25.9% |
| 1Y | +21.9% | -20.1% | +42.0% | +20.1% |
| All | +25.8% | +151.4% | -125.7% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling