-80.8%
QID vs GPC
+29.0%
-109.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | -1.2% |
| 7D | -2.7% | +0.2% | -2.9% | -2.6% |
| 30D | +1.8% | -0.4% | +2.2% | +1.7% |
| 3M | -2.2% | +39.2% | -41.3% | +18.1% |
| 6M | -32.1% | +18.2% | -50.4% | -25.1% |
| YTD | -28.6% | +12.1% | -40.7% | -22.6% |
| 1Y | -36.3% | -0.7% | -35.7% | -36.3% |
| 3Y | -74.4% | -1.7% | -72.7% | -72.8% |
| 5Y | -80.8% | +29.3% | -110.1% | -65.7% |
| All | -80.8% | +29.0% | -109.8% | -65.7% |
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