-75.2%
QS vs GAP
+5.2%
-80.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.6% | -2.1% | -4.8% |
| 7D | -4.2% | -3.2% | -1.0% | -2.9% |
| 30D | -15.7% | -0.7% | -15.0% | -16.2% |
| 3M | -28.7% | -0.5% | -28.2% | -29.5% |
| 6M | -23.2% | -5.0% | -18.3% | -23.6% |
| YTD | -49.9% | -14.7% | -35.2% | -48.4% |
| 1Y | -38.8% | -8.6% | -30.2% | -39.3% |
| 3Y | -24.0% | +108.4% | -132.4% | -57.7% |
| All | -75.2% | +5.2% | -80.5% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling