-55.4%
GTLB vs QSR
+48.3%
-103.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -0.7% |
| 7D | -6.6% | -2.4% | -4.2% | -5.2% |
| 30D | +13.7% | +5.7% | +8.1% | +9.7% |
| 3M | +52.9% | +6.9% | +46.0% | +45.7% |
| 6M | +88.5% | +6.9% | +81.6% | +78.5% |
| YTD | +23.4% | +14.9% | +8.5% | +10.8% |
| 1Y | -3.8% | +29.1% | -32.9% | -22.2% |
| 3Y | -11.5% | +26.1% | -37.6% | -31.8% |
| All | -55.4% | +48.3% | -103.7% | -74.3% |
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