+464.3%
GS vs QSR
+211.4%
+252.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | -3.2% | +7.3% | -10.5% | -6.1% |
| 30D | -2.4% | +11.9% | -14.3% | -7.1% |
| 3M | -15.7% | +7.5% | -23.2% | -18.6% |
| 6M | -6.8% | +2.5% | -9.2% | -8.7% |
| YTD | -0.1% | +17.0% | -17.0% | -8.4% |
| 1Y | +12.1% | +18.1% | -6.0% | +2.2% |
| 3Y | +185.8% | +28.6% | +157.2% | +144.9% |
| 5Y | +140.1% | +55.8% | +84.3% | +85.6% |
| 10Y | +505.2% | +140.5% | +364.7% | +268.1% |
| All | +464.3% | +211.4% | +252.9% | +211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling