-46.7%
QS vs GFI
+340.8%
-387.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +1.0% | +1.8% |
| 7D | -3.6% | -2.7% | -1.0% | -3.3% |
| 30D | -17.2% | +13.2% | -30.5% | -18.7% |
| 3M | -27.0% | +28.5% | -55.4% | -29.6% |
| 6M | -24.6% | -6.2% | -18.4% | -24.7% |
| YTD | -49.3% | +8.7% | -58.0% | -49.8% |
| 1Y | -40.3% | +24.8% | -65.2% | -41.6% |
| 3Y | -23.8% | +298.0% | -321.8% | -29.8% |
| 5Y | -75.0% | +546.0% | -621.0% | -75.7% |
| All | -46.7% | +340.8% | -387.5% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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