+101,598.5%
TECH vs GAP
+2,227.0%
+99,371.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +0.2% | -0.1% | +0.3% | +0.1% |
| 30D | +0.5% | -5.4% | +5.9% | +1.1% |
| 3M | +1.1% | +2.9% | -1.8% | +0.2% |
| 6M | +51.0% | -4.4% | +55.4% | +50.6% |
| YTD | +24.4% | -11.6% | +35.9% | +25.0% |
| 1Y | +27.4% | -6.0% | +33.5% | +26.9% |
| 3Y | +28.5% | +78.0% | -49.5% | +13.3% |
| 5Y | -40.9% | +8.5% | -49.4% | -46.3% |
| 10Y | +192.5% | +8.6% | +183.9% | +143.7% |
| All | +101,598.5% | +2,227.0% | +99,371.5% | +47,283.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling