+376.6%
GH vs QS
-26.0%
+402.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | -1.2% | -5.0% | +3.7% | -0.5% |
| 30D | -3.7% | -18.3% | +14.6% | -0.6% |
| 3M | +21.7% | -26.0% | +47.7% | +26.9% |
| 6M | +75.7% | -24.0% | +99.8% | +81.9% |
| YTD | +55.7% | -50.3% | +106.0% | +70.3% |
| 1Y | +181.1% | -38.0% | +219.1% | +185.6% |
| All | +376.6% | -26.0% | +402.6% | +308.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling