-38.1%
GLXY vs QS
+4.5%
-42.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.1% | -1.8% |
| 7D | -16.2% | +8.0% | -24.2% | -19.0% |
| 30D | -30.6% | -2.8% | -27.8% | -30.1% |
| 3M | -27.7% | -28.1% | +0.4% | -18.7% |
| 6M | -53.3% | -41.0% | -12.3% | -44.0% |
| YTD | -36.9% | -57.3% | +20.4% | -17.7% |
| 1Y | -55.6% | -72.7% | +17.1% | -36.3% |
| All | -38.1% | +4.5% | -42.6% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling