-11.6%
TECH vs GGLL
+328.7%
-340.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | +0.1% | -4.8% | +4.9% | +0.9% |
| 30D | +0.7% | -13.7% | +14.4% | +3.1% |
| 3M | +36.3% | -21.9% | +58.2% | +40.8% |
| 6M | +25.6% | +11.7% | +13.9% | +19.8% |
| YTD | +23.7% | +2.3% | +21.4% | +19.5% |
| 1Y | +37.6% | +76.2% | -38.5% | +18.9% |
| 3Y | -6.6% | +245.0% | -251.6% | -34.8% |
| All | -11.6% | +328.7% | -340.2% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling