-18.6%
QS vs GEN
+57.7%
-76.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +3.3% |
| 7D | +2.2% | -0.7% | +2.9% | +2.4% |
| 30D | -8.1% | +2.6% | -10.7% | -9.6% |
| 3M | -27.0% | +15.8% | -42.8% | -32.5% |
| 6M | -16.4% | +33.1% | -49.6% | -28.7% |
| YTD | -46.4% | +11.3% | -57.7% | -49.5% |
| 1Y | -41.1% | +1.7% | -42.8% | -41.8% |
| 3Y | -18.6% | +58.1% | -76.8% | -41.3% |
| All | -18.6% | +57.7% | -76.4% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling