+174.1%
GD vs QS
-57.3%
+231.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | 0.0% |
| 7D | +0.6% | -5.0% | +5.6% | +0.7% |
| 30D | +9.5% | -1.4% | +10.9% | +9.5% |
| 3M | -5.8% | -33.6% | +27.8% | -5.3% |
| 6M | +7.7% | -47.6% | +55.3% | +8.6% |
| YTD | +11.1% | -59.6% | +70.6% | +12.3% |
| 1Y | +6.1% | -73.5% | +79.6% | +7.9% |
| 3Y | +59.8% | -23.0% | +82.9% | +58.3% |
| 5Y | +104.6% | -89.4% | +194.0% | +103.0% |
| All | +174.1% | -57.3% | +231.3% | +169.6% |
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