-46.7%
GPN vs QS
-47.0%
+0.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.6% | +3.9% | -2.3% |
| 7D | -6.2% | -4.2% | -2.0% | -6.0% |
| 30D | +1.0% | -15.7% | +16.7% | +2.0% |
| 3M | +36.9% | -28.7% | +65.6% | +39.1% |
| 6M | +16.8% | -23.2% | +40.0% | +17.8% |
| YTD | +13.2% | -49.9% | +63.1% | +16.7% |
| 1Y | +1.4% | -38.8% | +40.2% | +2.5% |
| 3Y | -28.6% | -24.0% | -4.6% | -31.5% |
| 5Y | -47.0% | -75.6% | +28.6% | -48.6% |
| All | -46.7% | -47.0% | +0.3% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling