+1,502.1%
QLD vs GPC
+74.9%
+1,427.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | +7.0% | +0.4% | +6.6% | +6.8% |
| 30D | -14.3% | -6.3% | -8.0% | -11.2% |
| 3M | -16.0% | -8.2% | -7.8% | -12.2% |
| 6M | -14.2% | +27.1% | -41.3% | -29.0% |
| YTD | +12.8% | +3.1% | +9.6% | +4.4% |
| 1Y | +14.1% | +0.1% | +14.0% | +7.6% |
| 3Y | +146.0% | +0.2% | +145.7% | +115.0% |
| 5Y | +82.0% | +4.9% | +77.2% | +56.3% |
| All | +1,502.1% | +74.9% | +1,427.3% | +853.7% |
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 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