-55.1%
QS vs GPC
+57.3%
-112.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | +8.0% | +0.4% | +7.7% | +8.0% |
| 30D | -2.8% | -1.8% | -1.0% | -2.2% |
| 3M | -28.1% | -6.6% | -21.5% | -26.1% |
| 6M | -41.0% | +21.3% | -62.3% | -47.3% |
| YTD | -57.3% | +4.3% | -61.6% | -59.3% |
| 1Y | -72.7% | +3.3% | -75.9% | -73.9% |
| 3Y | -18.6% | +0.8% | -19.4% | -25.1% |
| 5Y | -87.0% | +7.4% | -94.4% | -88.1% |
| All | -55.1% | +57.3% | -112.4% | -47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling