-62.8%
QS vs GAP
+71.7%
-134.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.3% | -4.9% |
| 7D | -14.0% | -1.9% | -12.1% | -13.3% |
| 30D | -6.4% | -7.1% | +0.7% | -3.8% |
| 3M | -40.3% | +4.1% | -44.4% | -41.6% |
| 6M | -57.5% | +1.9% | -59.4% | -58.5% |
| YTD | -64.7% | -15.2% | -49.5% | -63.7% |
| 1Y | -72.9% | -10.6% | -62.3% | -72.8% |
| 3Y | -33.5% | +74.6% | -108.0% | -54.1% |
| 5Y | -90.5% | +3.7% | -94.2% | -93.3% |
| All | -62.8% | +71.7% | -134.5% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling