+1,631.1%
QLD vs GPC
+80.7%
+1,550.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.4% |
| 7D | +0.6% | +1.2% | -0.6% | -0.2% |
| 30D | -0.1% | +6.0% | -6.1% | -3.8% |
| 3M | -8.4% | +42.6% | -51.0% | -28.7% |
| 6M | +32.2% | +22.8% | +9.4% | +12.8% |
| YTD | +28.9% | +15.5% | +13.4% | +12.1% |
| 1Y | +43.8% | +2.0% | +41.8% | +35.5% |
| 3Y | +176.6% | -1.4% | +178.0% | +149.9% |
| 5Y | +121.6% | +30.6% | +91.0% | +65.8% |
| All | +1,631.1% | +80.7% | +1,550.3% | +936.0% |
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