-0.8%
GFS vs QSR
+60.8%
-61.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.7% |
| 7D | +4.5% | -2.4% | +6.9% | +5.7% |
| 30D | -8.2% | +5.7% | -13.9% | -10.8% |
| 3M | -38.9% | +6.9% | -45.8% | -41.5% |
| 6M | -2.9% | +6.9% | -9.7% | -7.4% |
| YTD | +31.8% | +14.9% | +16.9% | +19.9% |
| 1Y | +43.1% | +29.1% | +14.0% | +21.0% |
| 3Y | -20.6% | +26.1% | -46.8% | -34.7% |
| All | -0.8% | +60.8% | -61.6% | -34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling