-62.8%
QS vs GPC
+55.6%
-118.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.4% | -5.6% | -5.3% |
| 7D | -14.0% | +0.4% | -14.5% | -14.1% |
| 30D | -6.4% | -6.3% | -0.1% | -3.6% |
| 3M | -40.3% | -8.2% | -32.1% | -38.1% |
| 6M | -57.5% | +27.1% | -84.6% | -62.9% |
| YTD | -64.7% | +3.1% | -67.8% | -66.2% |
| 1Y | -72.9% | +0.1% | -72.9% | -73.7% |
| 3Y | -33.5% | +0.2% | -33.7% | -38.7% |
| 5Y | -90.5% | +4.9% | -95.4% | -91.3% |
| All | -62.8% | +55.6% | -118.4% | -56.4% |
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