-47.7%
QS vs GWRE
+25.8%
-73.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | 0.0% |
| 7D | -5.0% | -30.9% | +26.0% | +12.5% |
| 30D | -18.3% | -20.7% | +2.4% | -10.9% |
| 3M | -26.0% | +20.2% | -46.2% | -38.1% |
| 6M | -24.0% | -11.9% | -12.2% | -26.9% |
| YTD | -50.3% | -30.3% | -20.0% | -44.9% |
| 1Y | -38.0% | -44.6% | +6.7% | -18.9% |
| 3Y | -24.6% | +48.8% | -73.4% | -65.4% |
| 5Y | -75.4% | +14.8% | -90.2% | -85.3% |
| All | -47.7% | +25.8% | -73.5% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling