+53.9%
GD vs QS
-30.4%
+84.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.8% | -0.7% |
| 7D | -5.0% | +5.4% | -10.4% | -5.1% |
| 30D | +8.9% | -5.3% | +14.2% | +9.0% |
| 3M | -8.0% | -22.6% | +14.6% | -7.7% |
| 6M | +2.9% | -46.2% | +49.1% | +3.8% |
| YTD | +7.1% | -58.9% | +66.0% | +8.5% |
| 1Y | +5.9% | -73.1% | +79.0% | +8.1% |
| 3Y | +53.9% | -27.2% | +81.1% | +52.2% |
| All | +53.9% | -30.4% | +84.3% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling