-71.3%
QS vs GGLL
-11.6%
-59.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.5% | +1.0% | +5.6% |
| 7D | +4.5% | -23.1% | +27.6% | +11.3% |
| 30D | -4.1% | -32.9% | +28.8% | +6.7% |
| 3M | -22.1% | -44.9% | +22.7% | -7.8% |
| 6M | -38.4% | -49.5% | +11.1% | -26.1% |
| YTD | -57.5% | -28.9% | -28.6% | -55.1% |
| 1Y | -71.3% | -12.2% | -59.1% | -71.9% |
| All | -71.3% | -11.6% | -59.7% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling