+7.0%
GLXY vs QSR
+15.6%
-8.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.2% |
| 7D | -7.3% | -4.0% | -3.3% | -8.0% |
| 30D | +15.7% | +2.8% | +13.0% | +16.5% |
| 3M | -26.7% | +5.1% | -31.8% | -25.6% |
| 6M | +13.7% | +8.8% | +4.9% | +16.2% |
| YTD | +9.1% | +14.8% | -5.7% | +11.7% |
| 1Y | -15.5% | +25.7% | -41.2% | -19.1% |
| All | +7.0% | +15.6% | -8.6% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling