+246.8%
GM vs QSR
+205.8%
+41.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | -2.4% | -4.0% | +1.6% | -0.5% |
| 30D | -1.1% | +2.8% | -3.9% | -2.5% |
| 3M | +6.1% | +5.1% | +1.0% | +3.3% |
| 6M | +15.0% | +8.8% | +6.2% | +9.5% |
| YTD | +6.0% | +14.8% | -8.8% | -2.2% |
| 1Y | +47.1% | +25.7% | +21.4% | +29.3% |
| 3Y | +170.5% | +27.5% | +143.0% | +128.7% |
| 5Y | +80.5% | +41.3% | +39.2% | +43.2% |
| 10Y | +238.7% | +133.8% | +104.9% | +106.7% |
| All | +246.8% | +205.8% | +41.0% | +97.1% |
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 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