+7,256.1%
QLD vs GPC
+479.0%
+6,777.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.6% | -11.2% | -11.4% |
| 7D | -18.6% | +1.7% | -20.2% | -19.7% |
| 30D | -28.3% | -2.3% | -26.0% | -27.4% |
| 3M | -20.4% | -4.5% | -15.9% | -18.2% |
| 6M | -14.3% | +21.6% | -35.8% | -32.1% |
| YTD | +2.8% | +4.0% | -1.3% | -9.6% |
| 1Y | -1.2% | +3.5% | -4.7% | -13.2% |
| 3Y | +135.3% | +2.1% | +133.2% | +87.1% |
| 5Y | +62.6% | +5.5% | +57.1% | +25.7% |
| 10Y | +1,384.3% | +90.7% | +1,293.5% | +413.1% |
| All | +7,256.1% | +479.0% | +6,777.2% | +498.1% |
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