-19.8%
GME vs QSR
+8.3%
-28.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +6.9% | +5.3% |
| 7D | +4.8% | -2.4% | +7.2% | +5.0% |
| 30D | +5.9% | +5.7% | +0.2% | +5.6% |
| 3M | -10.7% | +6.9% | -17.7% | -10.9% |
| 6M | -19.8% | +6.9% | -26.7% | -23.2% |
| All | -19.8% | +8.3% | -28.1% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling