+101,053.8%
TECH vs GAP
+2,258.2%
+98,795.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +0.1% | -4.5% | +4.6% | +0.7% |
| 30D | +0.7% | +9.0% | -8.3% | -0.7% |
| 3M | +36.3% | +5.0% | +31.3% | +34.9% |
| 6M | +25.6% | -17.8% | +43.4% | +27.9% |
| YTD | +23.7% | -10.4% | +34.1% | +24.4% |
| 1Y | +37.6% | -3.4% | +41.0% | +36.7% |
| 3Y | -6.6% | +111.5% | -118.1% | -19.4% |
| 5Y | -42.2% | +8.8% | -51.1% | -47.6% |
| 10Y | +187.6% | +32.9% | +154.7% | +133.0% |
| All | +101,053.8% | +2,258.2% | +98,795.6% | +47,067.4% |
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