+47.1%
GM vs QS
-36.7%
+83.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -2.4% | -3.6% | +1.2% | -2.1% |
| 30D | -1.1% | -17.2% | +16.1% | +0.6% |
| 3M | +6.1% | -27.0% | +33.1% | +8.7% |
| 6M | +15.0% | -24.6% | +39.5% | +17.1% |
| YTD | +6.0% | -49.3% | +55.3% | +10.3% |
| 1Y | +47.1% | -40.3% | +87.4% | +49.6% |
| All | +47.1% | -36.7% | +83.8% | +49.6% |
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