+262.7%
GE vs QS
-25.4%
+288.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.6% | +3.8% | -2.4% |
| 7D | -1.2% | -4.2% | +3.0% | -1.0% |
| 30D | -11.3% | -15.7% | +4.4% | -10.4% |
| 3M | -1.4% | -28.7% | +27.3% | +0.3% |
| 6M | +1.2% | -23.2% | +24.4% | +2.3% |
| YTD | +5.9% | -49.9% | +55.8% | +9.2% |
| 1Y | +18.4% | -38.8% | +57.2% | +20.2% |
| All | +262.7% | -25.4% | +288.2% | +257.0% |
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 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