-42.4%
TECH vs GPC
+30.9%
-73.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | +0.1% | +1.2% | -1.1% | -0.4% |
| 30D | +0.7% | +6.0% | -5.3% | -2.0% |
| 3M | +36.3% | +42.6% | -6.3% | +14.8% |
| 6M | +25.6% | +22.8% | +2.8% | +13.0% |
| YTD | +23.7% | +15.5% | +8.2% | +13.4% |
| 1Y | +37.6% | +2.0% | +35.6% | +33.6% |
| 3Y | -6.6% | -1.4% | -5.2% | -11.2% |
| All | -42.4% | +30.9% | -73.3% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling