+142.1%
GOOG vs QS
-26.0%
+168.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -2.5% | -5.0% | +2.5% | -2.2% |
| 30D | -3.6% | -18.3% | +14.7% | -2.3% |
| 3M | -6.4% | -26.0% | +19.6% | -4.7% |
| 6M | +7.8% | -24.0% | +31.8% | +9.3% |
| YTD | +5.5% | -50.3% | +55.8% | +9.2% |
| 1Y | +38.3% | -38.0% | +76.2% | +40.6% |
| All | +142.1% | -26.0% | +168.1% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling