-47.7%
QS vs GEN
+49.0%
-96.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | -5.0% | -4.3% | -0.6% | -3.1% |
| 30D | -18.3% | +3.8% | -22.1% | -20.0% |
| 3M | -26.0% | +22.3% | -48.3% | -33.1% |
| 6M | -24.0% | +39.0% | -63.0% | -36.1% |
| YTD | -50.3% | +11.9% | -62.2% | -53.6% |
| 1Y | -38.0% | +4.5% | -42.5% | -40.2% |
| 3Y | -24.6% | +59.0% | -83.6% | -41.1% |
| 5Y | -75.4% | +22.0% | -97.4% | -80.1% |
| All | -47.7% | +49.0% | -96.7% | -67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling