+417.9%
GE vs QS
-74.8%
+492.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.6% | +3.8% | -2.2% |
| 7D | -1.2% | -4.2% | +3.0% | -0.9% |
| 30D | -11.3% | -15.7% | +4.4% | -10.0% |
| 3M | -1.4% | -28.7% | +27.3% | +1.1% |
| 6M | +1.2% | -23.2% | +24.4% | +2.7% |
| YTD | +5.9% | -49.9% | +55.8% | +11.1% |
| 1Y | +18.4% | -38.8% | +57.2% | +20.4% |
| 3Y | +271.0% | -24.0% | +295.0% | +242.5% |
| 5Y | +417.9% | -75.6% | +493.5% | +409.7% |
| All | +417.9% | -74.8% | +492.7% | +409.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling