+188.9%
TECH vs GAP
+28.3%
+160.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.5% |
| 7D | -0.1% | -3.2% | +3.1% | +0.3% |
| 30D | +0.3% | -0.7% | +1.0% | +0.2% |
| 3M | +32.9% | -0.5% | +33.4% | +32.5% |
| 6M | +32.1% | -5.0% | +37.0% | +31.9% |
| YTD | +23.4% | -14.7% | +38.1% | +24.9% |
| 1Y | +34.1% | -8.6% | +42.7% | +34.2% |
| 3Y | +2.2% | +108.4% | -106.2% | -10.3% |
| 5Y | -41.8% | +5.8% | -47.6% | -47.3% |
| 10Y | +188.9% | +29.6% | +159.3% | +151.7% |
| All | +188.9% | +28.3% | +160.6% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling