+1,217.4%
GFI vs QSR
+205.8%
+1,011.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -4.9% | -4.0% | -0.8% | -4.2% |
| 30D | +10.7% | +2.8% | +8.0% | +10.3% |
| 3M | +25.6% | +5.1% | +20.5% | +24.6% |
| 6M | -8.3% | +8.8% | -17.1% | -9.8% |
| YTD | +6.3% | +14.8% | -8.5% | +3.6% |
| 1Y | +22.1% | +25.7% | -3.6% | +17.1% |
| 3Y | +289.2% | +27.5% | +261.7% | +271.5% |
| 5Y | +531.7% | +41.3% | +490.4% | +493.8% |
| 10Y | +1,043.8% | +133.8% | +910.0% | +876.7% |
| All | +1,217.4% | +205.8% | +1,011.6% | +1,049.9% |
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 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