+50.3%
QSR vs GGLL
+194.0%
-143.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +4.5% | +5.1% | -0.6% | +4.1% |
| 30D | +9.4% | -35.5% | +44.9% | +12.3% |
| 3M | +7.5% | -39.2% | +46.7% | +10.7% |
| 6M | -0.8% | -54.4% | +53.5% | +3.7% |
| YTD | +16.9% | -29.8% | +46.7% | +17.6% |
| 1Y | +16.3% | -20.4% | +36.7% | +15.6% |
| 3Y | +25.3% | +149.7% | -124.4% | +8.4% |
| All | +50.3% | +194.0% | -143.8% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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