+576.9%
GS vs QSR
+218.5%
+358.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.9% | +2.4% | -1.5% | -0.1% |
| 30D | -1.6% | +7.6% | -9.2% | -4.7% |
| 3M | -4.5% | +12.6% | -17.1% | -9.8% |
| 6M | +20.9% | +14.4% | +6.5% | +12.7% |
| YTD | +19.9% | +19.6% | +0.3% | +9.2% |
| 1Y | +41.4% | +33.9% | +7.5% | +21.9% |
| 3Y | +239.2% | +27.1% | +212.1% | +192.9% |
| 5Y | +185.0% | +48.5% | +136.5% | +125.7% |
| 10Y | +655.0% | +126.2% | +528.8% | +369.5% |
| All | +576.9% | +218.5% | +358.4% | +270.8% |
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