+192.2%
GD vs QSR
+126.5%
+65.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -3.1% | -2.4% | -0.8% | -2.4% |
| 30D | -10.9% | +5.7% | -16.6% | -12.7% |
| 3M | +2.5% | +6.9% | -4.5% | -0.1% |
| 6M | -1.7% | +6.9% | -8.6% | -4.3% |
| YTD | +6.1% | +14.9% | -8.8% | +0.6% |
| 1Y | +11.7% | +29.1% | -17.4% | +1.5% |
| 3Y | +71.8% | +26.1% | +45.7% | +54.7% |
| 5Y | +92.2% | +42.3% | +49.9% | +63.3% |
| 10Y | +192.2% | +134.0% | +58.2% | +115.5% |
| All | +192.2% | +126.5% | +65.6% | +115.5% |
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 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