+405.5%
GH vs QSR
+74.8%
+330.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.9% |
| 7D | -0.2% | -2.4% | +2.2% | +0.9% |
| 30D | -2.6% | +5.7% | -8.3% | -5.3% |
| 3M | +25.1% | +6.9% | +18.2% | +20.3% |
| 6M | +78.5% | +6.9% | +71.6% | +71.1% |
| YTD | +59.4% | +14.9% | +44.5% | +47.1% |
| 1Y | +173.9% | +29.1% | +144.8% | +137.8% |
| 3Y | +382.7% | +26.1% | +356.6% | +316.7% |
| 5Y | +24.4% | +42.3% | -17.9% | +0.5% |
| All | +405.5% | +74.8% | +330.8% | +268.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling