+27.6%
GM vs Q
+71.3%
-43.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | -1.4% | -11.1% | +9.8% | +0.3% |
| 3M | +5.9% | -22.1% | +28.0% | +9.6% |
| 6M | +12.4% | +0.5% | +11.9% | +10.2% |
| YTD | +8.6% | +47.8% | -39.2% | +2.8% |
| All | +27.6% | +71.3% | -43.7% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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