+164.9%
GD vs QSR
+137.8%
+27.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | +1.9% | -3.9% | +5.8% | +3.2% |
| 30D | +9.2% | +5.9% | +3.3% | +7.0% |
| 3M | -7.5% | +1.7% | -9.1% | -8.3% |
| 6M | +5.8% | -1.9% | +7.6% | +5.8% |
| YTD | +9.8% | +13.6% | -3.8% | +4.1% |
| 1Y | +5.8% | +13.1% | -7.4% | +0.3% |
| 3Y | +58.0% | +21.8% | +36.2% | +43.6% |
| 5Y | +100.4% | +57.2% | +43.2% | +63.2% |
| All | +164.9% | +137.8% | +27.1% | +92.3% |
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