{"schemaVersion":1,"ticker":"GQI","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/gqi/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, GQI against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/gqi/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"GQI","b":"VOO","window":{"from":"2023-12-22","to":"2026-10-30","firstReturn":"2023-12-29","weeklyReturns":149,"years":2.86,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.04394306,"perWeek":0.0008450588,"days":713,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.5043311,"b":0.65135662,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.15316557,"b":0.19131059,"edge":"VOO","lead":"VOO"},"price":{"a":0.1788917,"b":0.59620023,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.11087498,"b":0.13976644,"edge":"GQI","lead":"GQI"},"downsideDeviation":{"a":0.07301981,"b":0.09088956,"edge":"GQI","lead":"GQI"},"maxDrawdown":{"a":-0.14461419,"b":-0.1668507,"edge":"GQI","lead":"GQI","aPeak":"2025-02-14","aTrough":"2025-04-04","bPeak":"2025-02-14","bTrough":"2025-04-04"},"excess":{"a":0.10488182,"b":0.14113231,"edge":"VOO","lead":"VOO"},"sharpe":{"a":0.94594671,"b":1.00977251,"edge":"VOO (slight)","lead":"VOO"},"sortino":{"a":1.43634747,"b":1.55278901,"edge":"VOO (slight)","lead":"VOO"},"calmar":{"a":1.05913237,"b":1.14659747,"edge":"VOO (slight)","lead":"VOO"}},"relative":{"GQI":{"on":"VOO","beta":0.76924787,"r2":0.9403106,"alpha":-0.00368391,"alphaT":-0.22719619,"alphaLow":-0.03572786,"alphaHigh":0.02836004,"upsideCapture":0.69770908,"downsideCapture":0.81135012,"treynor":0.13634334,"trackingError":0.04211805,"informationRatio":-0.86068769,"upWeeks":87,"downWeeks":62,"treynorReference":0.14113231,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"VOO","lead":"VOO"},"downsideCapture":{"edge":"GQI","lead":"GQI"},"treynor":{"edge":"VOO (slight)","lead":"VOO"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"GQI":{"kept":"2026-11-01","distributions":33,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":149,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.5043311}},"VOO":{"kept":"2026-11-01","distributions":11,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":149,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.65135662}}}}