-12.3%
GFS vs QS
-80.7%
+68.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.8% | -1.9% | +3.5% |
| 7D | -3.1% | +13.7% | -16.8% | -5.6% |
| 30D | -16.0% | -0.2% | -15.8% | -16.2% |
| 3M | -24.7% | -24.8% | +0.1% | -20.6% |
| 6M | -45.1% | -39.4% | -5.7% | -39.8% |
| YTD | +16.5% | -56.1% | +72.6% | +34.2% |
| 1Y | +19.3% | -72.5% | +91.8% | +49.1% |
| 3Y | -20.0% | -16.3% | -3.7% | -32.9% |
| 5Y | -32.0% | -87.6% | +55.5% | -33.9% |
| All | -12.3% | -80.7% | +68.4% | -11.5% |
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