-24.5%
GIS vs QS
-37.9%
+13.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -3.1% |
| 7D | -8.4% | -5.0% | -3.5% | -8.6% |
| 30D | -5.2% | -18.3% | +13.1% | -5.9% |
| 3M | +8.2% | -26.0% | +34.2% | +6.9% |
| 6M | -12.0% | -24.0% | +12.0% | -12.8% |
| YTD | -18.9% | -50.3% | +31.4% | -21.1% |
| All | -24.5% | -37.9% | +13.4% | -28.1% |
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