-44.6%
QS vs GPC
+74.2%
-118.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.1% |
| 7D | -2.3% | +1.2% | -3.5% | -2.8% |
| 30D | -0.7% | +6.0% | -6.7% | -3.3% |
| 3M | -39.6% | +42.6% | -82.3% | -49.9% |
| 6M | -21.7% | +22.8% | -44.5% | -30.2% |
| YTD | -47.4% | +15.5% | -62.9% | -52.0% |
| 1Y | -28.4% | +2.0% | -30.4% | -30.7% |
| 3Y | -22.6% | -1.4% | -21.2% | -26.5% |
| 5Y | -75.6% | +30.6% | -106.2% | -78.6% |
| All | -44.6% | +74.2% | -118.8% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling