-79.0%
QS vs GTLB
-49.8%
-29.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.6% |
| 7D | -5.0% | -4.1% | -0.9% | -3.5% |
| 30D | -18.3% | +12.3% | -30.6% | -22.5% |
| 3M | -26.0% | +65.9% | -91.9% | -39.7% |
| 6M | -24.0% | +104.0% | -128.0% | -44.9% |
| YTD | -50.3% | +26.0% | -76.3% | -56.8% |
| 1Y | -38.0% | -3.5% | -34.5% | -41.2% |
| 3Y | -24.6% | -9.6% | -15.0% | -33.0% |
| All | -79.0% | -49.8% | -29.1% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling