-73.0%
QS vs GPC
+29.0%
-102.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +3.5% |
| 7D | +2.2% | +0.2% | +2.0% | +2.0% |
| 30D | -8.1% | -0.4% | -7.7% | -8.0% |
| 3M | -27.0% | +39.2% | -66.2% | -40.9% |
| 6M | -16.4% | +18.2% | -34.7% | -25.8% |
| YTD | -46.4% | +12.1% | -58.4% | -51.3% |
| 1Y | -41.1% | -0.7% | -40.4% | -42.6% |
| 3Y | -18.6% | -1.7% | -17.0% | -24.8% |
| 5Y | -73.0% | +29.3% | -102.3% | -81.2% |
| All | -73.0% | +29.0% | -102.1% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling