-23.8%
QS vs GWRE
+50.1%
-73.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | -3.6% | -13.2% | +9.6% | -1.3% |
| 30D | -17.2% | -18.6% | +1.3% | -15.1% |
| 3M | -27.0% | +18.9% | -45.9% | -31.4% |
| 6M | -24.6% | -11.0% | -13.6% | -24.3% |
| YTD | -49.3% | -29.9% | -19.4% | -45.7% |
| 1Y | -40.3% | -44.3% | +4.0% | -31.0% |
| 3Y | -23.8% | +51.7% | -75.5% | -52.0% |
| All | -23.8% | +50.1% | -73.9% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling