+25.3%
GPN vs QID
-99.2%
+124.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -1.1% |
| 7D | -4.6% | +1.3% | -5.9% | -4.1% |
| 30D | -0.3% | +2.9% | -3.2% | +1.1% |
| 3M | +35.4% | -0.7% | +36.2% | +35.8% |
| 6M | +21.7% | -29.7% | +51.3% | +5.9% |
| YTD | +14.9% | -27.9% | +42.8% | +1.8% |
| 1Y | +3.2% | -34.6% | +37.8% | -11.9% |
| 3Y | -27.1% | -73.5% | +46.4% | -54.5% |
| 5Y | -44.4% | -81.0% | +36.6% | -64.6% |
| All | +25.3% | -99.2% | +124.5% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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