+221.7%
GD vs QSR
+211.4%
+10.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -5.0% | +7.3% | -12.3% | -7.1% |
| 30D | +8.9% | +11.9% | -3.0% | +5.0% |
| 3M | -8.0% | +7.5% | -15.5% | -10.4% |
| 6M | +2.9% | +2.5% | +0.4% | +1.6% |
| YTD | +7.1% | +17.0% | -9.9% | +1.0% |
| 1Y | +5.9% | +18.1% | -12.2% | -0.5% |
| 3Y | +53.9% | +28.6% | +25.2% | +38.6% |
| 5Y | +95.4% | +55.8% | +39.6% | +63.0% |
| 10Y | +193.5% | +140.5% | +53.0% | +109.4% |
| All | +221.7% | +211.4% | +10.3% | +117.9% |
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