-26.9%
GPN vs QS
-26.0%
-0.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.5% | +1.8% |
| 7D | -3.5% | -5.0% | +1.4% | -3.1% |
| 30D | +3.1% | -18.3% | +21.4% | +4.6% |
| 3M | +42.3% | -26.0% | +68.3% | +44.8% |
| 6M | +20.9% | -24.0% | +44.9% | +22.3% |
| YTD | +15.2% | -50.3% | +65.5% | +20.1% |
| 1Y | +5.4% | -38.0% | +43.4% | +6.5% |
| All | -26.9% | -26.0% | -0.9% | -32.8% |
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