+227.2%
IONQ vs GPC
+46.6%
+180.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.0% | +7.3% |
| 7D | +25.5% | +0.8% | +24.6% | +25.0% |
| 30D | -11.4% | -1.1% | -10.3% | -11.4% |
| 3M | -20.5% | -6.6% | -13.8% | -18.6% |
| 6M | -28.2% | +22.2% | -50.5% | -37.2% |
| YTD | -21.2% | +5.1% | -26.3% | -26.7% |
| 1Y | -40.4% | +2.8% | -43.2% | -44.0% |
| 3Y | +214.7% | +2.4% | +212.3% | +181.0% |
| 5Y | +56.9% | +7.8% | +49.1% | +34.3% |
| All | +227.2% | +46.6% | +180.6% | +159.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling