+153.2%
QQQM vs GPC
+59.8%
+93.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.6% |
| 7D | +1.5% | +0.2% | +1.3% | +1.4% |
| 30D | -0.7% | -0.4% | -0.3% | -0.6% |
| 3M | +0.4% | +39.2% | -38.7% | -8.0% |
| 6M | +20.1% | +18.2% | +1.8% | +14.4% |
| YTD | +17.2% | +12.1% | +5.1% | +12.3% |
| 1Y | +24.7% | -0.7% | +25.4% | +23.4% |
| 3Y | +96.6% | -1.7% | +98.2% | +89.2% |
| 5Y | +95.0% | +29.3% | +65.7% | +74.6% |
| All | +153.2% | +59.8% | +93.4% | +121.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling