+346.2%
GOOG vs QS
-46.4%
+392.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.4% |
| 7D | 0.0% | -3.6% | +3.7% | +0.3% |
| 30D | -2.0% | -17.2% | +15.3% | -0.9% |
| 3M | -5.9% | -27.0% | +21.1% | -4.3% |
| 6M | +8.9% | -24.6% | +33.5% | +10.3% |
| YTD | +7.1% | -49.3% | +56.4% | +10.6% |
| 1Y | +39.7% | -40.3% | +80.0% | +41.9% |
| 3Y | +145.8% | -23.8% | +169.7% | +136.0% |
| 5Y | +138.6% | -75.0% | +213.6% | +131.7% |
| All | +346.2% | -46.4% | +392.6% | +370.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling