+627.7%
GEV vs QS
-10.6%
+638.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.6% | +4.5% | -1.1% |
| 7D | +3.2% | -4.2% | +7.4% | +3.8% |
| 30D | -4.0% | -15.7% | +11.7% | -1.7% |
| 3M | +3.4% | -28.7% | +32.1% | +7.9% |
| 6M | +14.7% | -23.2% | +37.9% | +18.3% |
| YTD | +45.8% | -49.9% | +95.7% | +56.9% |
| 1Y | +57.4% | -38.8% | +96.2% | +64.1% |
| All | +627.7% | -10.6% | +638.3% | +600.9% |
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