-7.3%
GFS vs QSR
+61.5%
-68.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +6.0% |
| 7D | +6.2% | -2.2% | +8.4% | +7.2% |
| 30D | -11.4% | +7.8% | -19.1% | -14.9% |
| 3M | -15.5% | +5.5% | -20.9% | -18.4% |
| 6M | -42.6% | -0.2% | -42.4% | -43.5% |
| YTD | +23.2% | +15.4% | +7.8% | +11.1% |
| 1Y | +23.6% | +15.3% | +8.3% | +11.2% |
| 3Y | -17.2% | +23.7% | -40.9% | -31.0% |
| 5Y | -23.4% | +60.4% | -83.8% | -49.6% |
| All | -7.3% | +61.5% | -68.8% | -39.1% |
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