-18.6%
QS vs GPC
-2.2%
-16.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.9% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | -8.1% | -0.4% | -7.7% | -8.1% |
| 3M | -27.0% | +39.2% | -66.2% | -36.0% |
| 6M | -16.4% | +18.2% | -34.7% | -22.4% |
| YTD | -46.4% | +12.1% | -58.4% | -49.2% |
| 1Y | -41.1% | -0.7% | -40.4% | -41.9% |
| 3Y | -18.6% | -1.7% | -17.0% | -23.0% |
| All | -18.6% | -2.2% | -16.4% | -23.0% |
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