+632.4%
GEV vs QS
-9.6%
+642.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.3% |
| 7D | +1.6% | -3.6% | +5.3% | +2.2% |
| 30D | -7.9% | -17.2% | +9.3% | -5.5% |
| 3M | +5.6% | -27.0% | +32.6% | +9.9% |
| 6M | +13.1% | -24.6% | +37.6% | +16.8% |
| YTD | +46.7% | -49.3% | +96.1% | +57.7% |
| 1Y | +51.3% | -40.3% | +91.6% | +58.2% |
| All | +632.4% | -9.6% | +642.0% | +604.4% |
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 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