-29.8%
QS vs FGI
+12.3%
-42.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +6.2% | -14.0% | -8.0% |
| 7D | -5.6% | +13.5% | -19.1% | -5.9% |
| 30D | -5.8% | +17.1% | -22.9% | -6.2% |
| 3M | -39.2% | +78.0% | -117.2% | -40.8% |
| 6M | -53.9% | +46.4% | -100.4% | -55.0% |
| YTD | -62.8% | +47.7% | -110.5% | -64.5% |
| 1Y | -73.5% | +56.8% | -130.3% | -74.9% |
| All | -29.8% | +12.3% | -42.1% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling