+956.7%
GE vs QS
-60.6%
+1,017.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.8% | +4.4% | -3.0% |
| 7D | +5.1% | -5.6% | +10.7% | +5.5% |
| 30D | +7.6% | -5.8% | +13.4% | +7.9% |
| 3M | -9.3% | -39.2% | +29.9% | -6.7% |
| 6M | +11.5% | -53.9% | +65.5% | +16.2% |
| YTD | +7.9% | -62.8% | +70.6% | +13.3% |
| 1Y | +7.6% | -73.5% | +81.1% | +15.1% |
| 3Y | +265.9% | -29.1% | +294.9% | +252.3% |
| 5Y | +405.9% | -90.0% | +495.9% | +412.5% |
| All | +956.7% | -60.6% | +1,017.3% | +953.9% |
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