+24.4%
GH vs QSR
+40.5%
-16.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.4% |
| 7D | -2.5% | -4.0% | +1.5% | -0.1% |
| 30D | -4.7% | +2.8% | -7.4% | -6.6% |
| 3M | +20.2% | +5.1% | +15.1% | +15.2% |
| 6M | +78.8% | +8.8% | +70.0% | +66.1% |
| YTD | +54.1% | +14.8% | +39.3% | +37.1% |
| 1Y | +177.1% | +25.7% | +151.4% | +128.8% |
| 3Y | +371.6% | +27.5% | +344.1% | +258.5% |
| All | +24.4% | +40.5% | -16.1% | -36.3% |
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 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