+959.8%
GE vs QS
-62.6%
+1,022.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.2% | +5.4% | +0.6% |
| 7D | +2.7% | -14.0% | +16.7% | +3.6% |
| 30D | +8.1% | -6.4% | +14.4% | +8.4% |
| 3M | -7.9% | -40.3% | +32.4% | -5.1% |
| 6M | +12.9% | -57.5% | +70.4% | +18.2% |
| YTD | +8.2% | -64.7% | +72.9% | +14.0% |
| 1Y | +9.7% | -72.9% | +82.6% | +17.2% |
| 3Y | +266.1% | -33.5% | +299.6% | +253.9% |
| 5Y | +407.4% | -90.5% | +497.9% | +415.7% |
| All | +959.8% | -62.6% | +1,022.4% | +960.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling