+15.5%
GLXY vs QS
+28.6%
-13.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +13.4% | -2.3% | +15.8% | +14.4% |
| 30D | +38.1% | -0.7% | +38.8% | +38.5% |
| 3M | -7.3% | -39.6% | +32.3% | +9.8% |
| 6M | +8.2% | -21.7% | +29.9% | +18.2% |
| YTD | +17.8% | -47.4% | +65.2% | +42.7% |
| 1Y | +14.9% | -28.4% | +43.3% | +33.0% |
| All | +15.5% | +28.6% | -13.2% | +29.9% |
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