-71.3%
QS vs GME
+15.0%
-86.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.6% | +3.9% | +6.6% |
| 7D | +4.5% | +7.8% | -3.3% | +2.6% |
| 30D | -4.1% | -0.4% | -3.7% | -3.9% |
| 3M | -22.1% | +30.9% | -53.0% | -27.5% |
| 6M | -38.4% | +5.5% | -43.8% | -38.9% |
| YTD | -57.5% | +25.2% | -82.7% | -60.8% |
| 1Y | -71.3% | +14.4% | -85.7% | -73.2% |
| All | -71.3% | +15.0% | -86.3% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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