-25.2%
GIS vs QS
-75.8%
+50.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -3.1% |
| 7D | -8.4% | -5.0% | -3.5% | -8.5% |
| 30D | -5.2% | -18.3% | +13.1% | -5.5% |
| 3M | +8.2% | -26.0% | +34.2% | +7.7% |
| 6M | -12.0% | -24.0% | +12.0% | -12.3% |
| YTD | -18.9% | -50.3% | +31.4% | -19.7% |
| 1Y | -23.6% | -38.0% | +14.3% | -24.0% |
| 3Y | -37.6% | -24.6% | -13.0% | -36.9% |
| 5Y | -25.2% | -75.4% | +50.2% | -24.7% |
| All | -25.2% | -75.8% | +50.6% | -24.7% |
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