+101,053.9%
TECH vs GPC
+2,341.8%
+98,712.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | +36.3% | +42.6% | -6.3% | +18.0% |
| 6M | +25.6% | +22.8% | +2.8% | +15.0% |
| YTD | +23.7% | +15.5% | +8.2% | +15.4% |
| 1Y | +37.6% | +2.0% | +35.6% | +34.6% |
| 3Y | -6.6% | -1.4% | -5.2% | -9.3% |
| 5Y | -42.2% | +30.6% | -72.8% | -50.0% |
| 10Y | +187.6% | +80.6% | +107.0% | +107.7% |
| All | +101,053.9% | +2,341.8% | +98,712.1% | +29,963.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling