+61.5%
GNRC vs QSR
+25.8%
+35.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.8% |
| 7D | -0.2% | -4.0% | +3.8% | +0.8% |
| 30D | -15.7% | +2.8% | -18.5% | -16.4% |
| 3M | -27.3% | +5.1% | -32.4% | -28.6% |
| 6M | -12.1% | +8.8% | -20.9% | -14.9% |
| YTD | +37.1% | +14.8% | +22.3% | +29.6% |
| 1Y | -0.5% | +25.7% | -26.2% | -9.4% |
| 3Y | +61.5% | +27.5% | +34.0% | +41.2% |
| All | +61.5% | +25.8% | +35.7% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling