-16.2%
GAP vs QSR
+211.0%
-227.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.1% | +1.2% |
| 7D | +1.7% | +0.1% | +1.7% | +1.7% |
| 30D | +9.3% | +5.9% | +3.4% | +5.2% |
| 3M | +6.1% | +10.5% | -4.4% | -0.6% |
| 6M | -2.3% | +7.7% | -10.0% | -7.9% |
| YTD | -10.6% | +16.8% | -27.4% | -20.2% |
| 1Y | -4.4% | +30.9% | -35.3% | -20.6% |
| 3Y | +118.3% | +28.2% | +90.1% | +79.4% |
| 5Y | +12.2% | +45.0% | -32.8% | -15.1% |
| 10Y | +33.7% | +127.3% | -93.6% | -20.8% |
| All | -16.2% | +211.0% | -227.1% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling