-43.7%
GPN vs QS
-75.4%
+31.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.5% | +1.8% |
| 7D | -3.5% | -5.0% | +1.4% | -3.0% |
| 30D | +3.1% | -18.3% | +21.4% | +5.2% |
| 3M | +42.3% | -26.0% | +68.3% | +45.7% |
| 6M | +20.9% | -24.0% | +44.9% | +22.8% |
| YTD | +15.2% | -50.3% | +65.5% | +21.8% |
| 1Y | +5.4% | -38.0% | +43.4% | +6.8% |
| 3Y | -27.4% | -24.6% | -2.8% | -34.2% |
| All | -43.7% | -75.4% | +31.7% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling