+4.4%
GOOGL vs QS
-71.4%
+75.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.5% | -4.3% | +2.0% |
| 7D | -11.1% | +4.5% | -15.5% | -11.7% |
| 30D | -16.6% | -4.1% | -12.5% | -16.2% |
| 3M | -23.4% | -22.1% | -1.3% | -20.9% |
| 6M | -24.5% | -38.4% | +13.9% | -20.1% |
| YTD | -7.5% | -57.5% | +50.0% | +0.1% |
| 1Y | +4.4% | -71.3% | +75.7% | +18.2% |
| All | +4.4% | -71.4% | +75.8% | +18.2% |
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 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