+143.8%
GOOGL vs QS
-25.4%
+169.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.6% | +4.3% | -1.8% |
| 7D | -1.9% | -4.2% | +2.4% | -1.6% |
| 30D | -7.5% | -15.7% | +8.2% | -6.4% |
| 3M | -9.2% | -28.7% | +19.5% | -7.3% |
| 6M | +8.1% | -23.2% | +31.3% | +9.5% |
| YTD | +5.8% | -49.9% | +55.7% | +9.4% |
| 1Y | +38.3% | -38.8% | +77.1% | +40.7% |
| All | +143.8% | -25.4% | +169.2% | +138.4% |
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