+51.3%
GEV vs QSR
+28.6%
+22.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.8% |
| 7D | +1.6% | -4.0% | +5.6% | +0.4% |
| 30D | -7.9% | +2.8% | -10.7% | -7.2% |
| 3M | +5.6% | +5.1% | +0.5% | +7.2% |
| 6M | +13.1% | +8.8% | +4.3% | +16.4% |
| YTD | +46.7% | +14.8% | +31.9% | +53.4% |
| 1Y | +51.3% | +25.7% | +25.6% | +60.9% |
| All | +51.3% | +28.6% | +22.7% | +60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling