+1,351.8%
QLD vs GPC
+85.6%
+1,266.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.9% | +3.3% |
| 7D | -10.3% | +1.6% | -11.8% | -11.1% |
| 30D | -26.1% | -2.1% | -24.0% | -25.5% |
| 3M | -17.8% | -6.8% | -10.9% | -14.8% |
| 6M | -15.6% | +18.6% | -34.2% | -26.9% |
| YTD | +5.4% | +2.7% | +2.7% | -2.2% |
| 1Y | +5.2% | +1.8% | +3.5% | -2.1% |
| 3Y | +139.4% | +1.1% | +138.4% | +107.9% |
| 5Y | +66.7% | +4.1% | +62.6% | +44.1% |
| All | +1,351.8% | +85.6% | +1,266.2% | +809.3% |
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 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