-99.2%
QID vs GPC
+83.6%
-182.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +1.0% |
| 7D | -1.9% | -0.6% | -1.3% | -2.3% |
| 30D | +1.7% | +1.3% | +0.4% | +2.6% |
| 3M | -3.9% | +37.1% | -41.0% | +17.8% |
| 6M | -30.0% | +23.2% | -53.2% | -19.4% |
| YTD | -28.2% | +13.1% | -41.3% | -21.2% |
| 1Y | -35.6% | +0.9% | -36.5% | -34.7% |
| 3Y | -74.3% | -0.8% | -73.5% | -72.3% |
| 5Y | -80.8% | +31.1% | -111.9% | -71.6% |
| 10Y | -99.2% | +87.4% | -186.5% | -98.0% |
| All | -99.2% | +83.6% | -182.8% | -98.0% |
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 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