-64.2%
QS vs FGI
-70.4%
+6.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -7.0% | +0.3% |
| 7D | -2.3% | +0.5% | -2.9% | -2.4% |
| 30D | -0.7% | +65.4% | -66.1% | -5.5% |
| 3M | -39.6% | +23.5% | -63.1% | -41.8% |
| 6M | -21.7% | +60.5% | -82.2% | -28.6% |
| YTD | -47.4% | +30.0% | -77.4% | -51.3% |
| 1Y | -28.4% | +82.1% | -110.4% | -39.8% |
| 3Y | -22.6% | -4.4% | -18.2% | -34.3% |
| All | -64.2% | -70.4% | +6.2% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling