+215.2%
GME vs QSR
+206.0%
+9.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +6.9% | +5.9% |
| 7D | +4.8% | -2.4% | +7.2% | +5.8% |
| 30D | +5.9% | +5.7% | +0.2% | +3.5% |
| 3M | -10.7% | +6.9% | -17.7% | -13.2% |
| 6M | -19.8% | +6.9% | -26.7% | -22.4% |
| YTD | -0.9% | +14.9% | -15.9% | -7.1% |
| 1Y | -15.7% | +29.1% | -44.8% | -24.7% |
| 3Y | +12.3% | +26.1% | -13.8% | +1.0% |
| 5Y | -60.1% | +42.3% | -102.4% | -65.8% |
| 10Y | +265.3% | +134.0% | +131.3% | +145.6% |
| All | +215.2% | +206.0% | +9.3% | +98.1% |
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