-72.3%
QID vs GPC
+2.3%
-74.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.3% | -9.2% | -6.3% |
| 7D | -0.8% | +0.8% | -1.6% | -0.5% |
| 30D | +20.1% | -1.1% | +21.1% | +19.9% |
| 3M | +11.8% | -6.6% | +18.5% | +10.2% |
| 6M | +5.5% | +22.2% | -16.7% | +12.4% |
| YTD | -21.5% | +5.1% | -26.6% | -18.8% |
| 1Y | -22.6% | +2.8% | -25.4% | -20.5% |
| 3Y | -72.3% | +2.4% | -74.7% | -68.6% |
| All | -72.3% | +2.3% | -74.6% | -68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling