-36.9%
GLXY vs QS
-13.6%
-23.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.2% | -0.1% | -3.4% |
| 7D | +5.3% | -14.0% | +19.3% | +11.0% |
| 30D | -19.8% | -6.4% | -13.4% | -18.3% |
| 3M | -31.4% | -40.3% | +8.9% | -17.5% |
| 6M | -53.3% | -57.5% | +4.2% | -37.4% |
| YTD | -35.7% | -64.7% | +29.0% | -10.3% |
| 1Y | -47.2% | -72.9% | +25.7% | -21.7% |
| All | -36.9% | -13.6% | -23.3% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling