-10.3%
GFS vs QSR
+58.9%
-69.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +7.4% | -2.9% | +10.3% | +8.7% |
| 30D | -15.3% | +4.1% | -19.4% | -17.4% |
| 3M | -21.1% | -0.7% | -20.4% | -21.6% |
| 6M | -44.5% | +0.4% | -44.9% | -45.6% |
| YTD | +19.2% | +13.5% | +5.7% | +8.3% |
| 1Y | +27.2% | +11.0% | +16.3% | +16.9% |
| 3Y | -20.1% | +22.0% | -42.1% | -33.1% |
| 5Y | -25.6% | +57.1% | -82.7% | -50.5% |
| All | -10.3% | +58.9% | -69.1% | -40.7% |
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