-43.5%
QS vs GME
+1,480.8%
-1,524.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.2% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | -8.1% | -1.4% | -6.7% | -7.9% |
| 3M | -27.0% | -15.1% | -11.9% | -25.4% |
| 6M | -16.4% | -22.5% | +6.0% | -13.6% |
| YTD | -46.4% | -5.9% | -40.4% | -46.1% |
| 1Y | -41.1% | -18.6% | -22.4% | -39.7% |
| 3Y | -18.6% | +6.7% | -25.3% | -30.2% |
| 5Y | -73.0% | -62.0% | -11.1% | -74.8% |
| All | -43.5% | +1,480.8% | -1,524.3% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling