-71.3%
QS vs GEN
+20.2%
-91.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.0% | +3.6% | +6.4% |
| 7D | +4.5% | +26.9% | -22.4% | -2.4% |
| 30D | -4.1% | +38.6% | -42.8% | -12.6% |
| 3M | -22.1% | +9.7% | -31.9% | -24.9% |
| 6M | -38.4% | +58.9% | -97.3% | -48.0% |
| YTD | -57.5% | +15.3% | -72.8% | -61.7% |
| 1Y | -71.3% | +21.8% | -93.1% | -75.0% |
| All | -71.3% | +20.2% | -91.5% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling