+8.7%
GIS vs QSR
+206.0%
-197.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | -8.6% | -2.4% | -6.2% | -8.3% |
| 30D | -0.5% | +5.7% | -6.2% | -1.2% |
| 3M | +11.9% | +6.9% | +5.0% | +10.9% |
| 6M | -11.6% | +6.9% | -18.5% | -12.4% |
| YTD | -16.3% | +14.9% | -31.2% | -17.9% |
| 1Y | -21.8% | +29.1% | -50.9% | -24.4% |
| 3Y | -35.7% | +26.1% | -61.8% | -37.9% |
| 5Y | -22.9% | +42.3% | -65.2% | -26.9% |
| 10Y | -16.8% | +134.0% | -150.8% | -27.5% |
| All | +8.7% | +206.0% | -197.2% | -9.7% |
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 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