-71.3%
QS vs GPC
+6.5%
-77.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.8% | +7.1% |
| 7D | +4.5% | +4.1% | +0.4% | +3.6% |
| 30D | -4.1% | +0.1% | -4.2% | -4.2% |
| 3M | -22.1% | -3.9% | -18.2% | -21.6% |
| 6M | -38.4% | +24.4% | -62.8% | -44.2% |
| YTD | -57.5% | +5.7% | -63.2% | -59.5% |
| 1Y | -71.3% | +6.8% | -78.1% | -73.1% |
| All | -71.3% | +6.5% | -77.8% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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