-63.5%
QS vs FGI
-69.8%
+6.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.9% |
| 7D | +2.2% | +5.2% | -3.0% | +2.0% |
| 30D | -8.1% | +65.2% | -73.3% | -12.4% |
| 3M | -27.0% | +30.2% | -57.2% | -29.8% |
| 6M | -16.4% | +87.8% | -104.3% | -24.6% |
| YTD | -46.4% | +32.5% | -78.8% | -50.4% |
| 1Y | -41.1% | +93.6% | -134.7% | -50.8% |
| 3Y | -18.6% | -2.6% | -16.1% | -31.0% |
| All | -63.5% | -69.8% | +6.3% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling