+1,520.2%
QLD vs GPC
+78.6%
+1,441.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +5.1% |
| 7D | -1.2% | -2.1% | +0.9% | +0.2% |
| 30D | -15.7% | -4.5% | -11.2% | -13.6% |
| 3M | -10.0% | -7.7% | -2.4% | -6.2% |
| 6M | -11.2% | +24.3% | -35.5% | -25.4% |
| YTD | +16.4% | +3.5% | +12.9% | +7.5% |
| 1Y | +12.7% | +0.7% | +11.9% | +5.8% |
| 3Y | +152.3% | 0.0% | +152.3% | +121.1% |
| 5Y | +91.8% | +5.8% | +85.9% | +63.7% |
| 10Y | +1,520.2% | +75.8% | +1,444.5% | +862.8% |
| All | +1,520.2% | +78.6% | +1,441.7% | +862.8% |
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