-46.7%
QS vs GAP
+74.0%
-120.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -0.9% | +0.9% |
| 7D | -3.6% | -4.1% | +0.5% | -2.2% |
| 30D | -17.2% | +6.2% | -23.5% | -19.6% |
| 3M | -27.0% | -0.7% | -26.3% | -27.6% |
| 6M | -24.6% | -7.1% | -17.5% | -24.2% |
| YTD | -49.3% | -14.1% | -35.3% | -48.0% |
| 1Y | -40.3% | -8.5% | -31.8% | -40.7% |
| 3Y | -23.8% | +115.4% | -139.2% | -52.1% |
| 5Y | -75.0% | +9.8% | -84.8% | -82.6% |
| All | -46.7% | +74.0% | -120.6% | -47.2% |
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