+362.5%
GPN vs QID
-100.0%
+462.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.5% |
| 7D | -6.2% | -1.9% | -4.3% | -7.0% |
| 30D | +1.0% | +1.7% | -0.7% | +1.9% |
| 3M | +36.9% | -3.9% | +40.8% | +35.7% |
| 6M | +16.8% | -30.0% | +46.8% | +2.3% |
| YTD | +13.2% | -28.2% | +41.5% | +0.8% |
| 1Y | +1.4% | -35.6% | +37.1% | -13.2% |
| 3Y | -28.6% | -74.3% | +45.6% | -54.6% |
| 5Y | -47.0% | -80.8% | +33.8% | -65.0% |
| 10Y | +25.2% | -99.2% | +124.3% | -70.2% |
| All | +362.5% | -100.0% | +462.4% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling