+390.3%
GDDY vs QSR
+176.3%
+214.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.1% | +1.5% |
| 7D | -3.2% | -4.0% | +0.8% | -1.3% |
| 30D | +6.8% | +2.8% | +4.1% | +5.6% |
| 3M | +30.5% | +5.1% | +25.4% | +27.8% |
| 6M | +13.3% | +8.8% | +4.5% | +8.9% |
| YTD | -21.0% | +14.8% | -35.8% | -25.8% |
| 1Y | -34.0% | +25.7% | -59.7% | -40.7% |
| 3Y | +33.1% | +27.5% | +5.5% | +15.8% |
| 5Y | +30.3% | +41.3% | -10.9% | +6.5% |
| 10Y | +205.5% | +133.8% | +71.7% | +87.4% |
| All | +390.3% | +176.3% | +214.0% | +200.7% |
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