-41.2%
TECH vs GPC
+3.6%
-44.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | +0.2% | +1.6% | -1.4% | -0.6% |
| 30D | +0.3% | -2.1% | +2.4% | +1.0% |
| 3M | +1.3% | -6.8% | +8.1% | +4.0% |
| 6M | +54.0% | +18.6% | +35.4% | +40.0% |
| YTD | +24.3% | +2.7% | +21.6% | +19.4% |
| 1Y | +25.8% | +1.8% | +24.0% | +21.3% |
| 3Y | +26.0% | +1.1% | +24.9% | +17.2% |
| All | -41.2% | +3.6% | -44.7% | -50.7% |
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