+93.8%
GD vs QSR
+54.8%
+39.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -5.0% | +7.3% | -12.3% | -6.7% |
| 30D | +8.9% | +11.9% | -3.0% | +5.8% |
| 3M | -8.0% | +7.5% | -15.5% | -10.0% |
| 6M | +2.9% | +2.5% | +0.4% | +1.8% |
| YTD | +7.1% | +17.0% | -9.9% | +2.1% |
| 1Y | +5.9% | +18.1% | -12.2% | +0.7% |
| 3Y | +53.9% | +28.6% | +25.2% | +40.4% |
| All | +93.8% | +54.8% | +39.0% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling