-8.5%
GAP vs QSR
+28.6%
-37.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.7% |
| 7D | -4.1% | -4.0% | -0.1% | -3.1% |
| 30D | +6.2% | +2.8% | +3.5% | +5.3% |
| 3M | -0.7% | +5.1% | -5.8% | -2.3% |
| 6M | -7.1% | +8.8% | -15.9% | -11.3% |
| YTD | -14.1% | +14.8% | -28.9% | -21.2% |
| 1Y | -8.5% | +25.7% | -34.2% | -19.5% |
| All | -8.5% | +28.6% | -37.1% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling