+5.1%
GNRC vs QSR
+33.2%
-28.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +1.9% | +2.4% | -0.5% | +1.9% |
| 30D | -13.8% | +7.6% | -21.5% | -13.9% |
| 3M | -32.6% | +12.6% | -45.3% | -32.9% |
| 6M | -15.2% | +14.4% | -29.6% | -15.8% |
| YTD | +37.4% | +19.6% | +17.8% | +34.4% |
| 1Y | +5.1% | +33.9% | -28.7% | +0.1% |
| All | +5.1% | +33.2% | -28.1% | +0.1% |
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