+293.8%
GOOGL vs QS
-62.6%
+356.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | -0.7% |
| 7D | +3.9% | -14.0% | +17.9% | +4.8% |
| 30D | -14.9% | -6.4% | -8.6% | -14.7% |
| 3M | -14.6% | -40.3% | +25.7% | -12.0% |
| 6M | -26.4% | -57.5% | +31.1% | -23.0% |
| YTD | -5.3% | -64.7% | +59.4% | -0.2% |
| 1Y | +6.5% | -72.9% | +79.3% | +13.8% |
| 3Y | +126.0% | -33.5% | +159.5% | +118.9% |
| 5Y | +100.8% | -90.5% | +191.3% | +98.4% |
| All | +293.8% | -62.6% | +356.5% | +325.0% |
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 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