-45.8%
GPN vs QS
-46.4%
+0.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -4.3% | -3.6% | -0.7% | -4.1% |
| 30D | 0.0% | -17.2% | +17.3% | +1.0% |
| 3M | +35.8% | -27.0% | +62.8% | +37.8% |
| 6M | +22.0% | -24.6% | +46.6% | +23.2% |
| YTD | +15.2% | -49.3% | +64.5% | +18.7% |
| 1Y | +3.5% | -40.3% | +43.8% | +4.8% |
| 3Y | -26.9% | -23.8% | -3.1% | -29.9% |
| 5Y | -44.2% | -75.0% | +30.7% | -45.9% |
| All | -45.8% | -46.4% | +0.6% | -44.2% |
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 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