+225.9%
GE vs QSR
+211.0%
+14.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -9.5% | +5.9% | -15.4% | -11.8% |
| 3M | +4.1% | +10.5% | -6.3% | -0.7% |
| 6M | +3.9% | +7.7% | -3.8% | -0.3% |
| YTD | +9.0% | +16.8% | -7.8% | +0.5% |
| 1Y | +21.9% | +30.9% | -8.9% | +6.4% |
| 3Y | +281.8% | +28.2% | +253.6% | +228.3% |
| 5Y | +436.7% | +45.0% | +391.8% | +330.6% |
| 10Y | +151.5% | +127.3% | +24.2% | +62.4% |
| All | +225.9% | +211.0% | +14.9% | +91.2% |
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