-70.9%
QS vs FGI
-70.0%
-0.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +8.0% | -4.1% | +12.1% | +8.2% |
| 30D | -2.8% | -3.4% | +0.5% | -2.8% |
| 3M | -28.1% | +61.8% | -89.9% | -31.6% |
| 6M | -41.0% | +17.0% | -58.0% | -43.1% |
| YTD | -57.3% | +31.4% | -88.7% | -60.6% |
| 1Y | -72.7% | +42.7% | -115.3% | -75.2% |
| 3Y | -18.6% | -0.1% | -18.5% | -31.3% |
| All | -70.9% | -70.0% | -0.9% | -71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling