-17.7%
GS vs Q
-21.4%
+3.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.4% | +1.0% | -4.4% |
| 7D | -6.3% | -10.3% | +4.0% | -3.7% |
| 30D | -3.1% | -17.7% | +14.5% | +0.7% |
| 3M | -17.7% | -18.8% | +1.2% | -15.1% |
| All | -17.7% | -21.4% | +3.8% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3mo: compounded portfolio wealth divided by compounded Q 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…
3mo analysis · Full analysis span regression · Available span rolling