-55.2%
GLXY vs QS
-71.4%
+16.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +7.5% | -24.5% | -22.3% |
| 7D | -26.8% | +4.5% | -31.3% | -29.7% |
| 30D | -38.3% | -4.1% | -34.2% | -37.1% |
| 3M | -36.9% | -22.1% | -14.8% | -25.1% |
| 6M | -52.1% | -38.4% | -13.7% | -35.6% |
| YTD | -37.5% | -57.5% | +20.0% | +10.2% |
| 1Y | -55.2% | -71.3% | +16.1% | +5.5% |
| All | -55.2% | -71.4% | +16.2% | +5.5% |
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