+571.7%
QQQ vs GPC
+83.6%
+488.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | +1.0% | -0.6% | +1.6% | +1.2% |
| 30D | -0.6% | +1.3% | -1.9% | -1.1% |
| 3M | +1.3% | +37.1% | -35.8% | -9.2% |
| 6M | +18.1% | +23.2% | -5.1% | +9.3% |
| YTD | +16.9% | +13.1% | +3.8% | +10.2% |
| 1Y | +24.0% | +0.9% | +23.1% | +21.3% |
| 3Y | +95.6% | -0.8% | +96.4% | +86.1% |
| 5Y | +94.5% | +31.1% | +63.4% | +65.8% |
| 10Y | +571.7% | +87.4% | +484.3% | +389.7% |
| All | +571.7% | +83.6% | +488.1% | +389.7% |
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