+12.6%
GM vs QS
-19.4%
+32.1%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.6% | +4.3% | -1.4% |
| 7D | -1.1% | -4.2% | +3.1% | -0.5% |
| 30D | -4.6% | -15.7% | +11.1% | -2.2% |
| 3M | +0.2% | -28.7% | +28.9% | +4.7% |
| 6M | +12.6% | -23.2% | +35.9% | +13.0% |
| All | +12.6% | -19.4% | +32.1% | +13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling