-75.0%
QS vs GNRC
-58.7%
-16.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +0.1% |
| 7D | -3.6% | -0.2% | -3.5% | -3.5% |
| 30D | -17.2% | -15.7% | -1.5% | -7.9% |
| 3M | -27.0% | -27.3% | +0.4% | -11.7% |
| 6M | -24.6% | -12.1% | -12.5% | -21.1% |
| YTD | -49.3% | +37.1% | -86.4% | -61.6% |
| 1Y | -40.3% | -0.5% | -39.9% | -44.6% |
| 3Y | -23.8% | +61.5% | -85.3% | -51.8% |
| All | -75.0% | -58.7% | -16.3% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling