-47.7%
QS vs GNRC
+1.1%
-48.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.7% |
| 7D | -5.0% | -0.7% | -4.2% | -4.5% |
| 30D | -18.3% | -15.8% | -2.5% | -9.7% |
| 3M | -26.0% | -24.0% | -2.0% | -14.2% |
| 6M | -24.0% | -13.8% | -10.3% | -19.6% |
| YTD | -50.3% | +33.2% | -83.5% | -60.5% |
| 1Y | -38.0% | -1.8% | -36.2% | -41.1% |
| 3Y | -24.6% | +57.7% | -82.3% | -48.5% |
| 5Y | -75.4% | -59.7% | -15.7% | -69.8% |
| All | -47.7% | +1.1% | -48.7% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling