-100.0%
QID vs GPC
+520.8%
-620.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | +0.6% |
| 7D | -0.6% | +1.2% | -1.8% | +0.5% |
| 30D | 0.0% | +6.0% | -6.0% | +5.4% |
| 3M | +3.7% | +42.6% | -38.9% | +42.8% |
| 6M | -29.9% | +22.8% | -52.6% | -15.3% |
| YTD | -28.8% | +15.5% | -44.2% | -18.2% |
| 1Y | -37.2% | +2.0% | -39.2% | -35.9% |
| 3Y | -73.7% | -1.4% | -72.3% | -72.3% |
| 5Y | -80.7% | +30.6% | -111.3% | -68.7% |
| 10Y | -99.1% | +80.6% | -179.7% | -97.4% |
| All | -100.0% | +520.8% | -620.8% | -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