+39.4%
GM vs QS
-71.4%
+110.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.5% | -2.9% | +3.5% |
| 7D | +12.1% | +4.5% | +7.6% | +11.3% |
| 30D | +15.2% | -4.1% | +19.3% | +15.6% |
| 3M | +4.9% | -22.1% | +27.0% | +8.3% |
| 6M | +22.6% | -38.4% | +61.0% | +29.5% |
| YTD | +14.4% | -57.5% | +71.9% | +27.2% |
| 1Y | +39.4% | -71.3% | +110.7% | +63.1% |
| All | +39.4% | -71.4% | +110.8% | +63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling