-75.0%
QS vs GDDY
+29.8%
-104.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.2% | +1.1% |
| 7D | -3.6% | -3.2% | -0.5% | -2.6% |
| 30D | -17.2% | +6.8% | -24.0% | -20.9% |
| 3M | -27.0% | +30.5% | -57.4% | -39.7% |
| 6M | -24.6% | +13.3% | -37.9% | -34.4% |
| YTD | -49.3% | -21.0% | -28.4% | -45.0% |
| 1Y | -40.3% | -34.0% | -6.3% | -26.6% |
| 3Y | -23.8% | +33.1% | -56.9% | -58.7% |
| All | -75.0% | +29.8% | -104.8% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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