-46.4%
GFS vs QS
-41.2%
-5.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.1% | +2.1% | +4.3% |
| 7D | -7.8% | +5.4% | -13.2% | -10.1% |
| 30D | -19.7% | -5.3% | -14.3% | -17.9% |
| 3M | -23.1% | -22.6% | -0.5% | -13.2% |
| 6M | -46.4% | -46.2% | -0.2% | -27.0% |
| All | -46.4% | -41.2% | -5.1% | -27.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling