+59.9%
GD vs QS
-18.0%
+78.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.5% |
| 7D | -1.9% | +8.0% | -9.9% | -2.0% |
| 30D | +10.9% | -2.8% | +13.8% | +10.9% |
| 3M | -6.8% | -28.1% | +21.4% | -6.3% |
| 6M | +7.0% | -41.0% | +48.0% | +7.8% |
| YTD | +11.1% | -57.3% | +68.4% | +12.5% |
| 1Y | +7.0% | -72.7% | +79.7% | +9.2% |
| 3Y | +59.9% | -18.6% | +78.6% | +58.3% |
| All | +59.9% | -18.0% | +78.0% | +58.3% |
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 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