+109.4%
GAP vs QSR
+25.0%
+84.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -6.3% | -4.7% | -1.6% | -4.4% |
| 30D | -0.2% | +4.3% | -4.5% | -2.3% |
| 3M | 0.0% | +5.4% | -5.4% | -2.6% |
| 6M | -8.1% | +8.2% | -16.3% | -12.5% |
| YTD | -16.5% | +14.1% | -30.6% | -23.1% |
| 1Y | -10.5% | +28.1% | -38.6% | -22.4% |
| All | +109.4% | +25.0% | +84.3% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling