-46.7%
QS vs GDDY
+20.8%
-67.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.2% | +1.3% |
| 7D | -3.6% | -3.2% | -0.5% | -2.7% |
| 30D | -17.2% | +6.8% | -24.0% | -20.3% |
| 3M | -27.0% | +30.5% | -57.4% | -37.8% |
| 6M | -24.6% | +13.3% | -37.9% | -32.8% |
| YTD | -49.3% | -21.0% | -28.4% | -45.9% |
| 1Y | -40.3% | -34.0% | -6.3% | -29.6% |
| 3Y | -23.8% | +33.1% | -56.9% | -48.7% |
| 5Y | -75.0% | +30.3% | -105.3% | -82.0% |
| All | -46.7% | +20.8% | -67.4% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling