-16.3%
QS vs GPC
+2.3%
-18.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +6.1% |
| 7D | +13.7% | +0.8% | +12.8% | +13.5% |
| 30D | -0.2% | -1.1% | +0.9% | 0.0% |
| 3M | -24.8% | -6.6% | -18.2% | -23.5% |
| 6M | -39.4% | +22.2% | -61.6% | -44.2% |
| YTD | -56.1% | +5.1% | -61.2% | -57.6% |
| 1Y | -72.5% | +2.8% | -75.3% | -73.2% |
| 3Y | -16.3% | +2.4% | -18.7% | -27.7% |
| All | -16.3% | +2.3% | -18.6% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling