-75.0%
QS vs GWRE
+15.1%
-90.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | -3.6% | -13.2% | +9.6% | +2.9% |
| 30D | -17.2% | -18.6% | +1.3% | -11.4% |
| 3M | -27.0% | +18.9% | -45.9% | -38.0% |
| 6M | -24.6% | -11.0% | -13.6% | -27.5% |
| YTD | -49.3% | -29.9% | -19.4% | -43.8% |
| 1Y | -40.3% | -44.3% | +4.0% | -22.1% |
| 3Y | -23.8% | +51.7% | -75.5% | -66.8% |
| All | -75.0% | +15.1% | -90.1% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling