+650.5%
GS vs QSR
+126.5%
+524.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | +2.4% | -2.4% | +4.8% | +3.5% |
| 30D | -0.1% | +5.7% | -5.8% | -2.5% |
| 3M | +0.2% | +6.9% | -6.8% | -3.3% |
| 6M | +24.8% | +6.9% | +17.9% | +19.7% |
| YTD | +18.8% | +14.9% | +3.8% | +9.7% |
| 1Y | +37.3% | +29.1% | +8.2% | +19.6% |
| 3Y | +237.9% | +26.1% | +211.8% | +190.3% |
| 5Y | +187.0% | +42.3% | +144.7% | +128.6% |
| 10Y | +650.5% | +134.0% | +516.6% | +367.5% |
| All | +650.5% | +126.5% | +524.0% | +367.5% |
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