+26.0%
TECH vs GGLL
+154.9%
-129.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | +0.2% | +3.1% | -2.9% | -0.3% |
| 30D | +0.3% | -36.3% | +36.7% | +5.9% |
| 3M | +1.3% | -40.4% | +41.7% | +7.7% |
| 6M | +54.0% | -54.6% | +108.6% | +69.2% |
| YTD | +24.3% | -31.1% | +55.4% | +25.9% |
| 1Y | +25.8% | -19.2% | +45.0% | +23.8% |
| 3Y | +26.0% | +151.5% | -125.6% | -3.5% |
| All | +26.0% | +154.9% | -129.0% | -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