-7.8%
GFS vs QS
-83.6%
+75.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.8% | +7.3% | +1.0% |
| 7D | +17.2% | -5.6% | +22.8% | +18.4% |
| 30D | -8.7% | -5.8% | -2.9% | -8.0% |
| 3M | -19.7% | -39.2% | +19.5% | -11.7% |
| 6M | -40.7% | -53.9% | +13.2% | -31.4% |
| YTD | +22.5% | -62.8% | +85.3% | +45.7% |
| 1Y | +25.2% | -73.5% | +98.7% | +57.9% |
| 3Y | -17.7% | -29.1% | +11.4% | -28.7% |
| 5Y | -23.5% | -90.0% | +66.5% | -23.8% |
| All | -7.8% | -83.6% | +75.9% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling