-99.1%
QID vs GPC
+74.9%
-173.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.9% |
| 7D | -7.1% | +0.4% | -7.6% | -6.8% |
| 30D | +12.6% | -6.3% | +18.9% | +8.4% |
| 3M | +14.2% | -8.2% | +22.4% | +8.6% |
| 6M | +6.2% | +27.1% | -20.9% | +24.8% |
| YTD | -21.8% | +3.1% | -24.9% | -18.7% |
| 1Y | -23.1% | +0.1% | -23.2% | -21.7% |
| 3Y | -71.3% | +0.2% | -71.5% | -68.6% |
| 5Y | -77.0% | +4.9% | -81.8% | -70.6% |
| All | -99.1% | +74.9% | -173.9% | -97.8% |
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