-73.5%
QS vs GGLL
-15.1%
-58.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +3.5% | -11.4% | -8.9% |
| 7D | -5.6% | +11.5% | -17.1% | -8.8% |
| 30D | -5.8% | -31.2% | +25.4% | +4.1% |
| 3M | -39.2% | -28.7% | -10.5% | -33.9% |
| 6M | -53.9% | -47.2% | -6.7% | -45.5% |
| YTD | -62.8% | -24.3% | -38.5% | -61.5% |
| 1Y | -73.5% | -12.0% | -61.5% | -73.1% |
| All | -73.5% | -15.1% | -58.4% | -73.1% |
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