-100.0%
QID vs GPC
+456.4%
-556.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -5.3% |
| 7D | -1.1% | -2.1% | +1.0% | -2.7% |
| 30D | +14.4% | -4.5% | +18.9% | +9.9% |
| 3M | +6.7% | -7.7% | +14.3% | -0.5% |
| 6M | +2.6% | +24.3% | -21.7% | +25.2% |
| YTD | -24.2% | +3.5% | -27.7% | -21.0% |
| 1Y | -22.3% | +0.7% | -23.0% | -20.9% |
| 3Y | -72.0% | 0.0% | -72.0% | -69.9% |
| 5Y | -78.2% | +5.8% | -84.0% | -71.1% |
| 10Y | -99.1% | +75.8% | -174.8% | -97.2% |
| All | -100.0% | +456.4% | -556.3% | -99.3% |
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