+422.4%
GE vs QSR
+40.6%
+381.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -2.8% | -4.7% | +1.9% | -1.4% |
| 30D | -11.9% | +4.3% | -16.2% | -13.2% |
| 3M | +1.8% | +5.4% | -3.6% | -0.3% |
| 6M | -0.6% | +8.2% | -8.8% | -4.0% |
| YTD | +5.5% | +14.1% | -8.6% | -0.4% |
| 1Y | +15.0% | +28.1% | -13.1% | +3.1% |
| 3Y | +269.5% | +25.3% | +244.3% | +222.5% |
| 5Y | +422.4% | +40.4% | +382.0% | +295.6% |
| All | +422.4% | +40.6% | +381.9% | +295.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling