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In our data-centric world, most services rely on collecting and using personal data. The EU's General Data Protection Regulation (GDPR) aims to enhance individuals' control over their data, but its practical impact is not well understood. We present a 10-participant study, where each participant filed 4-5 data access requests. Through interviews accompanying these requests and discussions scrutinising returned data, it appears that GDPR falls short of its goals due to non-compliance and low-quality responses. Participants found their hopes to understand providers' data practices or harness their own data unmet. This causes increased distrust without any subjective improvement in power, although more transparent providers do earn greater trust. We propose designing more effective, data-inclusive and open policies and data access systems to improve both customer relations and individual agency, and also that wider public use of GDPR rights could help with delivering accountability and motivating providers to improve data practices.