-76.0%
QS vs FGI
-74.8%
-1.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -25.2% | +20.0% | -4.2% |
| 7D | -14.0% | -14.4% | +0.4% | -13.6% |
| 30D | -6.4% | -11.8% | +5.4% | -6.1% |
| 3M | -40.3% | -46.2% | +6.0% | -39.1% |
| 6M | -57.5% | +5.2% | -62.7% | -59.0% |
| YTD | -64.7% | +10.5% | -75.2% | -67.2% |
| 1Y | -72.9% | +25.5% | -98.4% | -75.3% |
| 3Y | -33.5% | -16.0% | -17.5% | -43.5% |
| All | -76.0% | -74.8% | -1.2% | -76.6% |
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