+71.8%
GH vs QS
-71.4%
+143.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.5% | -11.2% | -5.4% |
| 7D | -7.7% | +4.5% | -12.2% | -8.7% |
| 30D | -10.0% | -4.1% | -5.8% | -9.3% |
| 3M | +5.5% | -22.1% | +27.6% | +11.3% |
| 6M | +84.9% | -38.4% | +123.3% | +105.5% |
| YTD | +65.0% | -57.5% | +122.5% | +86.2% |
| 1Y | +71.8% | -71.3% | +143.1% | +92.3% |
| All | +71.8% | -71.4% | +143.2% | +92.3% |
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 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