+189.3%
TECH vs GPC
+74.9%
+114.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +0.5% | -6.3% | +6.8% | +2.6% |
| 3M | +1.1% | -8.2% | +9.3% | +3.8% |
| 6M | +62.8% | +27.1% | +35.7% | +47.9% |
| YTD | +24.5% | +3.1% | +21.3% | +21.0% |
| 1Y | +20.6% | +0.1% | +20.6% | +18.5% |
| 3Y | +29.5% | +0.2% | +29.3% | +25.0% |
| 5Y | -40.9% | +4.9% | -45.8% | -44.1% |
| All | +189.3% | +74.9% | +114.5% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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