-44.6%
QS vs GEN
+52.4%
-97.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.6% |
| 7D | -2.3% | -1.2% | -1.1% | -1.8% |
| 30D | -0.7% | +10.1% | -10.9% | -5.3% |
| 3M | -39.6% | +16.1% | -55.7% | -44.0% |
| 6M | -21.7% | +38.9% | -60.6% | -34.1% |
| YTD | -47.4% | +14.4% | -61.8% | -51.4% |
| 1Y | -28.4% | +5.9% | -34.2% | -31.2% |
| 3Y | -22.6% | +58.8% | -81.4% | -39.5% |
| 5Y | -75.6% | +24.7% | -100.3% | -80.4% |
| All | -44.6% | +52.4% | -97.0% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling