+27.9%
GAP vs QSR
+135.2%
-107.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.5% |
| 7D | -4.1% | -4.0% | -0.1% | -1.4% |
| 30D | +6.2% | +2.8% | +3.5% | +4.1% |
| 3M | -0.7% | +5.1% | -5.8% | -4.6% |
| 6M | -7.1% | +8.8% | -15.9% | -13.8% |
| YTD | -14.1% | +14.8% | -28.9% | -23.7% |
| 1Y | -8.5% | +25.7% | -34.2% | -23.9% |
| 3Y | +115.4% | +27.5% | +87.8% | +71.6% |
| 5Y | +9.8% | +41.3% | -31.4% | -19.6% |
| All | +27.9% | +135.2% | -107.3% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling