+185.7%
GS vs QS
-75.2%
+261.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +0.9% | -2.3% | +3.3% | +1.2% |
| 30D | -1.6% | -0.7% | -0.8% | -1.6% |
| 3M | -4.5% | -39.6% | +35.2% | +0.4% |
| 6M | +20.9% | -21.7% | +42.6% | +23.2% |
| YTD | +19.9% | -47.4% | +67.3% | +26.9% |
| 1Y | +41.4% | -28.4% | +69.8% | +42.3% |
| 3Y | +239.2% | -22.6% | +261.8% | +212.8% |
| All | +185.7% | -75.2% | +261.0% | +175.3% |
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