+933.7%
GE vs QS
-47.4%
+981.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -2.8% | -5.0% | +2.2% | -2.5% |
| 30D | -11.9% | -18.3% | +6.4% | -10.9% |
| 3M | +1.8% | -26.0% | +27.8% | +3.3% |
| 6M | -0.6% | -24.0% | +23.4% | +0.5% |
| YTD | +5.5% | -50.3% | +55.8% | +9.0% |
| 1Y | +15.0% | -38.0% | +52.9% | +16.4% |
| 3Y | +269.5% | -24.6% | +294.1% | +254.4% |
| 5Y | +422.4% | -75.4% | +497.9% | +412.3% |
| All | +933.7% | -47.4% | +981.1% | +914.0% |
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