+68.2%
AG vs QS
-47.4%
+115.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.8% |
| 7D | -5.8% | -5.0% | -0.8% | -5.4% |
| 30D | +6.4% | -18.3% | +24.7% | +8.4% |
| 3M | +28.4% | -26.0% | +54.4% | +31.6% |
| 6M | -24.5% | -24.0% | -0.4% | -22.5% |
| YTD | +21.2% | -50.3% | +71.5% | +28.5% |
| 1Y | +114.1% | -38.0% | +152.1% | +121.6% |
| 3Y | +268.0% | -24.6% | +292.6% | +260.5% |
| 5Y | +67.3% | -75.4% | +142.8% | +67.3% |
| All | +68.2% | -47.4% | +115.6% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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