+18.6%
GLXY vs QS
+31.2%
-12.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.0% |
| 7D | +15.5% | +2.2% | +13.3% | +14.5% |
| 30D | +34.1% | -8.1% | +42.2% | +38.4% |
| 3M | -11.3% | -27.0% | +15.7% | -1.5% |
| 6M | +31.6% | -16.4% | +48.0% | +40.7% |
| YTD | +21.0% | -46.4% | +67.3% | +45.6% |
| 1Y | +11.7% | -41.1% | +52.8% | +33.7% |
| All | +18.6% | +31.2% | -12.6% | +32.5% |
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 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