+24.4%
GH vs QS
-74.9%
+99.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -3.0% | -1.6% |
| 7D | -2.5% | -3.6% | +1.2% | -1.6% |
| 30D | -4.7% | -17.2% | +12.6% | +0.1% |
| 3M | +20.2% | -27.0% | +47.2% | +29.1% |
| 6M | +78.8% | -24.6% | +103.4% | +88.6% |
| YTD | +54.1% | -49.3% | +103.4% | +78.8% |
| 1Y | +177.1% | -40.3% | +217.4% | +187.4% |
| 3Y | +371.6% | -23.8% | +395.4% | +256.6% |
| All | +24.4% | -74.9% | +99.3% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling