-47.3%
QS vs GPC
+70.6%
-117.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.9% | -7.5% | -7.0% |
| 7D | -4.2% | -0.6% | -3.6% | -4.0% |
| 30D | -15.7% | +1.3% | -17.0% | -16.3% |
| 3M | -28.7% | +37.1% | -65.8% | -39.6% |
| 6M | -23.2% | +23.2% | -46.4% | -31.8% |
| YTD | -49.9% | +13.1% | -63.0% | -53.9% |
| 1Y | -38.8% | +0.9% | -39.7% | -40.6% |
| 3Y | -24.0% | -0.8% | -23.2% | -28.5% |
| 5Y | -75.6% | +31.1% | -106.7% | -78.4% |
| All | -47.3% | +70.6% | -117.9% | -40.6% |
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