-47.6%
QS vs GGLL
+328.7%
-376.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.4% |
| 7D | -2.3% | -4.8% | +2.5% | -0.6% |
| 30D | -0.7% | -13.7% | +13.0% | +4.3% |
| 3M | -39.6% | -21.9% | -17.8% | -34.7% |
| 6M | -21.7% | +11.7% | -33.4% | -26.6% |
| YTD | -47.4% | +2.3% | -49.7% | -49.5% |
| 1Y | -28.4% | +76.2% | -104.5% | -44.6% |
| 3Y | -22.6% | +245.0% | -267.6% | -61.9% |
| All | -47.6% | +328.7% | -376.3% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling