+606.9%
GEV vs QSR
+5.0%
+601.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.8% |
| 7D | -1.9% | -4.7% | +2.8% | -1.7% |
| 30D | -8.7% | +4.3% | -13.0% | -8.9% |
| 3M | +6.6% | +5.4% | +1.2% | +6.0% |
| 6M | +10.2% | +8.2% | +2.1% | +9.0% |
| YTD | +41.6% | +14.1% | +27.5% | +38.6% |
| 1Y | +43.9% | +28.1% | +15.8% | +36.3% |
| All | +606.9% | +5.0% | +601.9% | +676.5% |
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