-62.8%
QS vs DG
-25.9%
-36.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.8% | -5.1% |
| 7D | -14.0% | +0.3% | -14.3% | -14.0% |
| 30D | -6.4% | +3.2% | -9.6% | -7.0% |
| 3M | -40.3% | +10.4% | -50.7% | -41.6% |
| 6M | -57.5% | +33.2% | -90.7% | -60.4% |
| YTD | -64.7% | +3.0% | -67.7% | -65.2% |
| 1Y | -72.9% | +31.2% | -104.1% | -74.9% |
| 3Y | -33.5% | +21.8% | -55.3% | -40.5% |
| 5Y | -90.5% | -35.0% | -55.5% | -89.4% |
| All | -62.8% | -25.9% | -36.9% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling