+5.5%
GD vs QS
-73.4%
+78.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.8% | -4.5% | +2.1% |
| 7D | -3.0% | +13.7% | -16.7% | -3.3% |
| 30D | +9.3% | -0.2% | +9.5% | +9.3% |
| 3M | -7.2% | -24.8% | +17.6% | -6.5% |
| 6M | +5.5% | -39.4% | +44.8% | +6.3% |
| YTD | +9.5% | -56.1% | +65.6% | +15.9% |
| All | +5.5% | -73.4% | +78.9% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling