+155.6%
GS vs QS
-90.5%
+246.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.2% | +5.5% | +0.9% |
| 7D | +5.9% | -14.0% | +19.9% | +7.7% |
| 30D | +4.3% | -6.4% | +10.7% | +5.0% |
| 3M | -11.7% | -40.3% | +28.6% | -6.4% |
| 6M | -3.2% | -57.5% | +54.3% | +6.0% |
| YTD | +5.8% | -64.7% | +70.5% | +17.4% |
| 1Y | +16.0% | -72.9% | +88.9% | +32.1% |
| 3Y | +199.8% | -33.5% | +233.2% | +178.6% |
| All | +155.6% | -90.5% | +246.1% | +198.7% |
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