-26.3%
GIS vs QS
-43.2%
+17.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.5% |
| 7D | -8.3% | +2.2% | -10.5% | -8.2% |
| 30D | +2.2% | -8.1% | +10.2% | +2.1% |
| 3M | +15.7% | -27.0% | +42.7% | +15.3% |
| 6M | -12.0% | -16.4% | +4.5% | -12.1% |
| YTD | -15.0% | -46.4% | +31.4% | -15.5% |
| 1Y | -20.1% | -41.1% | +21.0% | -20.4% |
| 3Y | -34.6% | -18.6% | -16.0% | -34.0% |
| 5Y | -22.8% | -73.0% | +50.2% | -22.5% |
| All | -26.3% | -43.2% | +17.0% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling