+265.9%
IONQ vs GPC
+61.1%
+204.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.8% |
| 7D | +0.8% | +1.2% | -0.4% | +0.3% |
| 30D | -1.0% | +6.0% | -7.0% | -3.8% |
| 3M | -39.8% | +42.6% | -82.4% | -50.9% |
| 6M | +6.4% | +22.8% | -16.3% | -5.9% |
| YTD | -11.9% | +15.5% | -27.4% | -21.1% |
| 1Y | -6.2% | +2.0% | -8.2% | -9.9% |
| 3Y | +125.7% | -1.4% | +127.1% | +110.7% |
| 5Y | +296.0% | +30.6% | +265.4% | +223.4% |
| All | +265.9% | +61.1% | +204.8% | +179.3% |
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 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