+79.6%
QQQ vs GPC
+4.8%
+74.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +6.4% | -1.3% | +7.6% | +6.7% |
| 30D | -7.5% | -6.0% | -1.4% | -6.1% |
| 3M | -4.8% | -7.6% | +2.8% | -3.1% |
| 6M | -2.5% | +24.2% | -26.7% | -9.3% |
| YTD | +12.4% | +2.7% | +9.7% | +9.1% |
| 1Y | +11.3% | +0.2% | +11.2% | +8.9% |
| 3Y | +85.0% | -0.8% | +85.7% | +72.2% |
| 5Y | +79.6% | +4.4% | +75.2% | +49.5% |
| All | +79.6% | +4.8% | +74.8% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling