-14.3%
GME vs QSR
+33.2%
-47.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +7.2% | +2.4% | +4.8% | +7.0% |
| 30D | +0.8% | +7.6% | -6.8% | +0.3% |
| 3M | -14.0% | +12.6% | -26.6% | -14.7% |
| 6M | -19.7% | +14.4% | -34.1% | -21.3% |
| YTD | -4.6% | +19.6% | -24.2% | -6.8% |
| 1Y | -14.3% | +33.9% | -48.2% | -17.1% |
| All | -14.3% | +33.2% | -47.6% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling