+37.1%
GFS vs QS
-44.4%
+81.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.8% |
| 7D | +2.6% | +2.2% | +0.4% | +2.1% |
| 30D | -16.4% | -8.1% | -8.3% | -14.6% |
| 3M | -41.6% | -27.0% | -14.6% | -37.6% |
| 6M | -3.7% | -16.4% | +12.8% | +0.9% |
| YTD | +29.3% | -46.4% | +75.7% | +42.4% |
| 1Y | +37.1% | -41.1% | +78.2% | +57.7% |
| All | +37.1% | -44.4% | +81.6% | +57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling