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  • GFI vs QSR✓SelectedUSD · QSRGFI vs QSR performance historyLatest closeAs of-1.27%09/11
Stock and ETF performance explorer

GFI vs QSR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,217.4%
QSR return
+205.8%
Excess return
+1,011.6%
Maximum drawdown
-65.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioQSRExcessAlpha
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