-73.0%
QS vs GEN
+22.3%
-95.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +3.5% |
| 7D | +2.2% | -0.7% | +2.9% | +2.4% |
| 30D | -8.1% | +2.6% | -10.7% | -9.8% |
| 3M | -27.0% | +15.8% | -42.8% | -33.2% |
| 6M | -16.4% | +33.1% | -49.6% | -30.4% |
| YTD | -46.4% | +11.3% | -57.7% | -50.4% |
| 1Y | -41.1% | +1.7% | -42.8% | -42.5% |
| 3Y | -18.6% | +58.1% | -76.8% | -40.9% |
| 5Y | -73.0% | +20.6% | -93.7% | -78.6% |
| All | -73.0% | +22.3% | -95.4% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling