-73.1%
QS vs FGI
+46.9%
-120.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.1% |
| 7D | +5.4% | -7.0% | +12.4% | +5.5% |
| 30D | -5.3% | -4.2% | -1.1% | -5.3% |
| 3M | -22.6% | +55.6% | -78.2% | -23.1% |
| 6M | -46.2% | -3.2% | -43.0% | -46.0% |
| YTD | -58.9% | +29.1% | -88.0% | -59.9% |
| 1Y | -73.1% | +51.0% | -124.1% | -74.5% |
| All | -73.1% | +46.9% | -120.0% | -74.5% |
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