-27.2%
QS vs GGLL
+154.9%
-182.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +3.8% |
| 7D | +5.4% | +3.1% | +2.3% | +4.7% |
| 30D | -5.3% | -36.3% | +31.0% | +5.9% |
| 3M | -22.6% | -40.4% | +17.8% | -12.3% |
| 6M | -46.2% | -54.6% | +8.5% | -34.9% |
| YTD | -58.9% | -31.1% | -27.8% | -55.8% |
| 1Y | -73.1% | -19.2% | -53.9% | -72.4% |
| 3Y | -27.2% | +151.5% | -178.7% | -33.2% |
| All | -27.2% | +154.9% | -182.2% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling