主动量化策略周报：股票涨基金跌，成长稳健组合年内满仓上涨62.19%-20251011

Core Insights - The report highlights the performance tracking of Guosen Securities' active quantitative strategies, indicating that the "Growth and Steady" portfolio has achieved a year-to-date return of 62.19% [1][12][39]. Summary by Sections Excellent Fund Performance Enhancement Portfolio - This portfolio aims to outperform the median return of actively managed equity funds, with a year-to-date absolute return of 29.30% and a relative excess return of -4.01% against the mixed equity fund index [1][23][17]. - The portfolio's performance for the week was -0.98%, with a relative excess return of 0.54% compared to the mixed equity fund index [1][23][16]. Expected Selection Portfolio - The expected selection portfolio has achieved a year-to-date absolute return of 47.41% and a relative excess return of 14.10% against the mixed equity fund index [1][31][29]. - For the week, the portfolio's absolute return was 0.22%, with a relative excess return of 1.74% [1][31][16]. Broker's Golden Stock Performance Enhancement Portfolio - This portfolio has a year-to-date absolute return of 34.07% and a relative excess return of 0.76% against the mixed equity fund index [1][38][34]. - The weekly performance showed an absolute return of -1.51% with a relative excess return of 0.01% [1][38][16]. Growth and Steady Portfolio - The growth and steady portfolio has achieved a year-to-date absolute return of 54.84% and a relative excess return of 21.53% against the mixed equity fund index [1][42][39]. - For the week, the portfolio's absolute return was -0.08%, with a relative excess return of 1.44% [1][42][16]. Performance Monitoring of Public Funds - The report provides insights into the distribution of stock and actively managed fund returns, indicating that 55% of stocks rose while 45% fell during the week, with a median return of 0.41% for stocks and -1.63% for actively managed funds [1][46][43]. - Year-to-date, the median return for stocks was 22.40%, with 83% of stocks rising, while actively managed funds had a median return of 31.74%, with 98% rising [1][46][43].