-29.3%
GFS vs QSR
+58.9%
-88.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | -5.3% | +4.5% | -9.8% | -7.3% |
| 30D | -15.8% | +9.4% | -25.2% | -19.6% |
| 3M | -18.6% | +7.5% | -26.1% | -22.0% |
| 6M | -45.0% | -0.8% | -44.1% | -45.5% |
| YTD | +16.8% | +16.9% | -0.1% | +4.9% |
| 1Y | +17.8% | +16.3% | +1.5% | +5.9% |
| 3Y | -21.5% | +25.3% | -46.8% | -34.8% |
| 5Y | -29.3% | +60.4% | -89.7% | -54.2% |
| All | -29.3% | +58.9% | -88.2% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling