+166.9%
GD vs QS
-44.4%
+211.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.8% |
| 7D | -5.3% | -2.3% | -2.9% | -5.2% |
| 30D | -6.4% | -0.7% | -5.7% | -6.4% |
| 3M | +5.7% | -39.6% | +45.3% | +6.4% |
| 6M | -0.9% | -21.7% | +20.8% | -0.8% |
| YTD | +8.2% | -47.4% | +55.6% | +9.0% |
| 1Y | +13.4% | -28.4% | +41.8% | +13.6% |
| 3Y | +68.5% | -22.6% | +91.1% | +66.8% |
| 5Y | +97.2% | -75.6% | +172.7% | +95.2% |
| All | +166.9% | -44.4% | +211.3% | +161.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling