+12.4%
GD vs QSR
+29.1%
-16.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.4% |
| 7D | -3.5% | +0.1% | -3.5% | -3.5% |
| 30D | -9.0% | +5.9% | -15.0% | -10.0% |
| 3M | +5.1% | +10.5% | -5.4% | +2.9% |
| 6M | -1.0% | +7.7% | -8.7% | -2.4% |
| YTD | +7.3% | +16.8% | -9.5% | +4.8% |
| 1Y | +12.4% | +30.9% | -18.4% | +10.2% |
| All | +12.4% | +29.1% | -16.7% | +10.2% |
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