-25.3%
QS vs GAP
+103.6%
-128.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.2% |
| 7D | -5.0% | -6.3% | +1.4% | -3.2% |
| 30D | -18.3% | -0.2% | -18.1% | -18.7% |
| 3M | -26.0% | 0.0% | -26.0% | -26.6% |
| 6M | -24.0% | -8.1% | -15.9% | -23.4% |
| YTD | -50.3% | -16.5% | -33.8% | -48.8% |
| 1Y | -38.0% | -10.5% | -27.5% | -37.9% |
| All | -25.3% | +103.6% | -128.9% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling