-41.5%
QS vs GME
-15.0%
-26.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.5% |
| 7D | -5.0% | +6.0% | -11.0% | -6.6% |
| 30D | -18.3% | +8.3% | -26.6% | -20.3% |
| 3M | -26.0% | -9.1% | -16.9% | -24.1% |
| 6M | -24.0% | -16.3% | -7.7% | -20.7% |
| YTD | -50.3% | +1.5% | -51.8% | -51.6% |
| All | -41.5% | -15.0% | -26.4% | -39.4% |
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