+491.1%
GS vs QS
-44.4%
+535.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +0.9% | -2.3% | +3.3% | +1.1% |
| 30D | -1.6% | -0.7% | -0.8% | -1.6% |
| 3M | -4.5% | -39.6% | +35.2% | -1.4% |
| 6M | +20.9% | -21.7% | +42.6% | +22.4% |
| YTD | +19.9% | -47.4% | +67.3% | +24.2% |
| 1Y | +41.4% | -28.4% | +69.8% | +42.4% |
| 3Y | +239.2% | -22.6% | +261.8% | +226.2% |
| 5Y | +185.0% | -75.6% | +260.6% | +178.6% |
| All | +491.1% | -44.4% | +535.5% | +469.8% |
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