-28.4%
QS vs GEN
+5.4%
-33.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.4% |
| 7D | -2.3% | -1.2% | -1.1% | -1.9% |
| 30D | -0.7% | +10.1% | -10.9% | -4.7% |
| 3M | -39.6% | +16.1% | -55.7% | -43.4% |
| 6M | -21.7% | +38.9% | -60.6% | -31.2% |
| YTD | -47.4% | +14.4% | -61.8% | -47.3% |
| 1Y | -28.4% | +5.9% | -34.2% | -10.6% |
| All | -28.4% | +5.4% | -33.8% | -10.6% |
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