-75.0%
QS vs GME
-56.3%
-18.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.9% |
| 7D | -3.6% | +10.4% | -14.0% | -6.3% |
| 30D | -17.2% | +14.1% | -31.3% | -20.2% |
| 3M | -27.0% | -4.6% | -22.3% | -26.3% |
| 6M | -24.6% | -13.5% | -11.0% | -22.1% |
| YTD | -49.3% | +5.3% | -54.7% | -50.6% |
| 1Y | -40.3% | -14.9% | -25.4% | -38.6% |
| 3Y | -23.8% | +24.3% | -48.1% | -55.7% |
| All | -75.0% | -56.3% | -18.7% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling