-71.3%
QS vs GNRC
+17.5%
-88.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -9.5% | +17.1% | +11.0% |
| 7D | +4.5% | -6.0% | +10.5% | +6.2% |
| 30D | -4.1% | -12.0% | +7.9% | -0.1% |
| 3M | -22.1% | -13.4% | -8.7% | -18.7% |
| 6M | -38.4% | -26.4% | -12.0% | -31.5% |
| YTD | -57.5% | +38.8% | -96.3% | -65.4% |
| 1Y | -71.3% | +20.9% | -92.2% | -75.0% |
| All | -71.3% | +17.5% | -88.8% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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