+336.8%
GOOG vs QS
-47.0%
+383.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.6% | +4.5% | -1.7% |
| 7D | -1.6% | -4.2% | +2.7% | -1.3% |
| 30D | -7.7% | -15.7% | +8.0% | -6.7% |
| 3M | -9.3% | -28.7% | +19.4% | -7.6% |
| 6M | +7.4% | -23.2% | +30.7% | +8.7% |
| YTD | +4.9% | -49.9% | +54.8% | +8.4% |
| 1Y | +37.2% | -38.8% | +76.0% | +39.2% |
| 3Y | +141.6% | -24.0% | +165.6% | +132.0% |
| 5Y | +128.8% | -75.6% | +204.3% | +122.3% |
| All | +336.8% | -47.0% | +383.8% | +360.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling