+166.0%
GD vs QS
-58.3%
+224.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.2% | +4.9% | -2.2% |
| 7D | -3.9% | -2.1% | -1.8% | -3.9% |
| 30D | +8.1% | -11.6% | +19.7% | +8.2% |
| 3M | -6.8% | -25.5% | +18.8% | -6.4% |
| 6M | +3.0% | -43.4% | +46.4% | +3.7% |
| YTD | +7.8% | -60.6% | +68.3% | +9.0% |
| 1Y | +5.8% | -75.9% | +81.7% | +7.7% |
| 3Y | +55.3% | -32.5% | +87.8% | +54.1% |
| 5Y | +96.7% | -86.8% | +183.4% | +95.3% |
| All | +166.0% | -58.3% | +224.2% | +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