+185.7%
GS vs QSR
+49.2%
+136.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.9% | +2.4% | -1.5% | +0.2% |
| 30D | -1.6% | +7.6% | -9.2% | -3.9% |
| 3M | -4.5% | +12.6% | -17.1% | -8.5% |
| 6M | +20.9% | +14.4% | +6.5% | +14.4% |
| YTD | +19.9% | +19.6% | +0.3% | +11.2% |
| 1Y | +41.4% | +33.9% | +7.5% | +24.7% |
| 3Y | +239.2% | +27.1% | +212.1% | +197.4% |
| All | +185.7% | +49.2% | +136.5% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling