+153.8%
GEN vs QSR
+135.2%
+18.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -1.3% | -4.0% | +2.7% | -0.2% |
| 30D | +6.1% | +2.8% | +3.4% | +5.4% |
| 3M | +27.0% | +5.1% | +21.9% | +25.2% |
| 6M | +43.9% | +8.8% | +35.1% | +40.3% |
| YTD | +13.0% | +14.8% | -1.8% | +8.6% |
| 1Y | +4.0% | +25.7% | -21.7% | -2.4% |
| 3Y | +66.2% | +27.5% | +38.7% | +54.5% |
| 5Y | +23.2% | +41.3% | -18.1% | +11.1% |
| All | +153.8% | +135.2% | +18.6% | +104.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling