+15.5%
GE vs QSR
+28.6%
-13.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.1% |
| 7D | -4.0% | -4.0% | 0.0% | -4.4% |
| 30D | -11.4% | +2.8% | -14.2% | -11.1% |
| 3M | -2.6% | +5.1% | -7.7% | -2.1% |
| 6M | -0.3% | +8.8% | -9.1% | +0.5% |
| YTD | +5.4% | +14.8% | -9.5% | +6.9% |
| 1Y | +15.5% | +25.7% | -10.2% | +20.7% |
| All | +15.5% | +28.6% | -13.1% | +20.7% |
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 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