+211.5%
GEN vs QSR
+211.0%
+0.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.4% | -2.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +2.6% | +5.9% | -3.3% | +1.1% |
| 3M | +15.8% | +10.5% | +5.3% | +12.8% |
| 6M | +33.1% | +7.7% | +25.4% | +30.2% |
| YTD | +11.3% | +16.8% | -5.5% | +6.5% |
| 1Y | +1.7% | +30.9% | -29.2% | -5.6% |
| 3Y | +58.1% | +28.2% | +30.0% | +46.8% |
| 5Y | +20.6% | +45.0% | -24.3% | +8.2% |
| 10Y | +149.0% | +127.3% | +21.7% | +93.9% |
| All | +211.5% | +211.0% | +0.5% | +125.1% |
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 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