-77.7%
QS vs GTLB
-47.1%
-30.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -2.3% | +11.1% | -13.4% | -6.4% |
| 30D | -0.7% | +37.8% | -38.5% | -12.8% |
| 3M | -39.6% | +61.6% | -101.2% | -50.3% |
| 6M | -21.7% | +98.9% | -120.6% | -42.6% |
| YTD | -47.4% | +32.8% | -80.2% | -55.2% |
| 1Y | -28.4% | +14.7% | -43.0% | -36.5% |
| 3Y | -22.6% | +1.3% | -23.9% | -34.3% |
| All | -77.7% | -47.1% | -30.6% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling