-2.4%
GFS vs QS
-76.9%
+74.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.4% |
| 7D | +1.0% | -2.3% | +3.3% | +1.5% |
| 30D | -8.6% | -0.7% | -7.9% | -8.4% |
| 3M | -46.5% | -39.6% | -6.9% | -41.1% |
| 6M | -4.8% | -21.7% | +16.9% | -0.6% |
| YTD | +29.7% | -47.4% | +77.1% | +44.6% |
| 1Y | +35.8% | -28.4% | +64.2% | +37.9% |
| 3Y | -18.3% | -22.6% | +4.3% | -29.4% |
| All | -2.4% | -76.9% | +74.5% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling