+260.8%
GE vs QSR
+25.8%
+235.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -4.0% | -4.0% | 0.0% | -3.5% |
| 30D | -11.4% | +2.8% | -14.2% | -11.8% |
| 3M | -2.6% | +5.1% | -7.7% | -3.5% |
| 6M | -0.3% | +8.8% | -9.1% | -2.2% |
| YTD | +5.4% | +14.8% | -9.5% | +2.1% |
| 1Y | +15.5% | +25.7% | -10.2% | +9.2% |
| 3Y | +260.8% | +27.5% | +233.2% | +224.1% |
| All | +260.8% | +25.8% | +235.0% | +224.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling