-11.1%
TECH vs GGLL
+195.8%
-206.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.3% |
| 7D | +0.2% | +6.3% | -6.1% | -0.8% |
| 30D | +0.5% | -35.1% | +35.6% | +6.7% |
| 3M | +0.9% | -37.7% | +38.5% | +7.5% |
| 6M | +51.0% | -54.1% | +105.1% | +67.9% |
| YTD | +24.4% | -29.4% | +53.8% | +26.0% |
| 1Y | +27.6% | -13.4% | +41.0% | +24.0% |
| 3Y | +29.9% | +158.3% | -128.4% | -6.3% |
| All | -11.1% | +195.8% | -206.9% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling