+290.5%
GME vs QSR
+135.2%
+155.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | +10.4% | -4.0% | +14.4% | +12.1% |
| 30D | +14.1% | +2.8% | +11.3% | +12.7% |
| 3M | -4.6% | +5.1% | -9.7% | -6.8% |
| 6M | -13.5% | +8.8% | -22.3% | -17.2% |
| YTD | +5.3% | +14.8% | -9.5% | -1.7% |
| 1Y | -14.9% | +25.7% | -40.6% | -23.8% |
| 3Y | +24.3% | +27.5% | -3.3% | +10.3% |
| 5Y | -55.6% | +41.3% | -96.8% | -62.4% |
| All | +290.5% | +135.2% | +155.3% | +155.7% |
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 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