+290.9%
GWW vs QS
-43.2%
+334.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -2.7% |
| 7D | -1.5% | +2.2% | -3.7% | -1.6% |
| 30D | +1.1% | -8.1% | +9.2% | +1.4% |
| 3M | -1.0% | -27.0% | +26.0% | -0.2% |
| 6M | +16.3% | -16.4% | +32.8% | +16.5% |
| YTD | +28.5% | -46.4% | +74.9% | +30.5% |
| 1Y | +30.3% | -41.1% | +71.4% | +31.2% |
| 3Y | +91.6% | -18.6% | +110.2% | +86.5% |
| 5Y | +224.0% | -73.0% | +297.0% | +217.7% |
| All | +290.9% | -43.2% | +334.2% | +301.2% |
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