-28.4%
QS vs FGI
+81.8%
-110.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -7.0% | +0.6% |
| 7D | -2.3% | +0.5% | -2.9% | -2.3% |
| 30D | -0.7% | +65.4% | -66.1% | -0.4% |
| 3M | -39.6% | +23.5% | -63.1% | -39.4% |
| 6M | -21.7% | +60.5% | -82.2% | -21.6% |
| YTD | -47.4% | +30.0% | -77.4% | -47.2% |
| 1Y | -28.4% | +82.1% | -110.4% | -24.8% |
| All | -28.4% | +81.8% | -110.2% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling