-25.7%
GIS vs QSR
+40.5%
-66.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -6.4% | -4.0% | -2.4% | -5.5% |
| 30D | -6.1% | +2.8% | -8.9% | -6.7% |
| 3M | +7.8% | +5.1% | +2.7% | +6.6% |
| 6M | -8.8% | +8.8% | -17.6% | -10.6% |
| YTD | -19.1% | +14.8% | -34.0% | -21.7% |
| 1Y | -24.8% | +25.7% | -50.5% | -28.7% |
| 3Y | -37.6% | +27.5% | -65.1% | -41.5% |
| All | -25.7% | +40.5% | -66.2% | -32.7% |
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 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