+25.7%
GPN vs QSR
+135.2%
-109.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.4% |
| 7D | -4.3% | -4.0% | -0.3% | -2.0% |
| 30D | 0.0% | +2.8% | -2.7% | -1.6% |
| 3M | +35.8% | +5.1% | +30.7% | +31.9% |
| 6M | +22.0% | +8.8% | +13.2% | +15.3% |
| YTD | +15.2% | +14.8% | +0.4% | +5.4% |
| 1Y | +3.5% | +25.7% | -22.2% | -10.4% |
| 3Y | -26.9% | +27.5% | -54.5% | -38.5% |
| 5Y | -44.2% | +41.3% | -85.5% | -56.6% |
| All | +25.7% | +135.2% | -109.5% | -27.1% |
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 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