+45.7%
IONQ vs GPC
+4.3%
+41.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.6% |
| 7D | -11.5% | +0.4% | -11.9% | -11.6% |
| 30D | -8.1% | -6.3% | -1.8% | -5.4% |
| 3M | -35.8% | -8.2% | -27.6% | -33.6% |
| 6M | -47.7% | +27.1% | -74.8% | -55.9% |
| YTD | -35.6% | +3.1% | -38.8% | -40.1% |
| 1Y | -36.4% | +0.1% | -36.5% | -39.9% |
| 3Y | +150.0% | +0.2% | +149.8% | +119.2% |
| All | +45.7% | +4.3% | +41.4% | +10.0% |
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