+225.0%
GD vs QSR
+218.5%
+6.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -5.3% | +2.4% | -7.7% | -6.0% |
| 30D | -6.4% | +7.6% | -14.1% | -8.7% |
| 3M | +5.7% | +12.6% | -6.9% | +1.6% |
| 6M | -0.9% | +14.4% | -15.3% | -5.5% |
| YTD | +8.2% | +19.6% | -11.5% | +1.6% |
| 1Y | +13.4% | +33.9% | -20.5% | +2.5% |
| 3Y | +68.5% | +27.1% | +41.4% | +52.6% |
| 5Y | +97.2% | +48.5% | +48.6% | +67.3% |
| 10Y | +190.2% | +126.2% | +64.0% | +109.8% |
| All | +225.0% | +218.5% | +6.5% | +119.1% |
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