-2.7%
GFS vs QS
-76.4%
+73.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.7% |
| 7D | +2.6% | +2.2% | +0.4% | +2.2% |
| 30D | -16.4% | -8.1% | -8.3% | -15.0% |
| 3M | -41.6% | -27.0% | -14.6% | -38.0% |
| 6M | -3.7% | -16.4% | +12.8% | -0.6% |
| YTD | +29.3% | -46.4% | +75.7% | +43.7% |
| 1Y | +37.1% | -41.1% | +78.2% | +45.1% |
| 3Y | -22.1% | -18.6% | -3.5% | -33.5% |
| All | -2.7% | -76.4% | +73.8% | -5.3% |
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