+418.0%
GS vs QS
-54.8%
+472.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +0.6% |
| 7D | +1.6% | +8.0% | -6.4% | +1.0% |
| 30D | +1.7% | -2.8% | +4.5% | +1.8% |
| 3M | -11.6% | -28.1% | +16.5% | -9.6% |
| 6M | -1.9% | -41.0% | +39.1% | +1.3% |
| YTD | +5.1% | -57.3% | +62.4% | +10.4% |
| 1Y | +16.4% | -72.7% | +89.1% | +25.5% |
| 3Y | +199.0% | -18.6% | +217.6% | +187.8% |
| 5Y | +157.4% | -87.0% | +244.4% | +157.3% |
| All | +418.0% | -54.8% | +472.9% | +406.2% |
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