-40.3%
QS vs GTLB
-4.2%
-36.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | -3.6% | -5.7% | +2.0% | -3.2% |
| 30D | -17.2% | +15.1% | -32.4% | -18.5% |
| 3M | -27.0% | +65.5% | -92.4% | -29.7% |
| 6M | -24.6% | +102.9% | -127.5% | -28.6% |
| YTD | -49.3% | +25.2% | -74.5% | -50.1% |
| 1Y | -40.3% | -5.5% | -34.8% | -34.3% |
| All | -40.3% | -4.2% | -36.1% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling