-22.1%
GFS vs QSR
+28.6%
-50.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.4% |
| 7D | +2.6% | +0.1% | +2.6% | +2.6% |
| 30D | -16.4% | +5.9% | -22.3% | -17.9% |
| 3M | -41.6% | +10.5% | -52.1% | -43.8% |
| 6M | -3.7% | +7.7% | -11.4% | -6.5% |
| YTD | +29.3% | +16.8% | +12.5% | +21.2% |
| 1Y | +37.1% | +30.9% | +6.2% | +22.2% |
| 3Y | -22.1% | +28.2% | -50.3% | -30.9% |
| All | -22.1% | +28.6% | -50.8% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling