+47.8%
QSR vs GGLL
+309.0%
-261.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -1.3% |
| 7D | -2.4% | -3.9% | +1.5% | -2.1% |
| 30D | +5.7% | -15.4% | +21.1% | +6.8% |
| 3M | +6.9% | -21.9% | +28.8% | +8.2% |
| 6M | +6.9% | +4.5% | +2.4% | +5.2% |
| YTD | +14.9% | -2.4% | +17.3% | +13.5% |
| 1Y | +29.1% | +57.8% | -28.7% | +22.2% |
| 3Y | +26.1% | +227.2% | -201.1% | +7.6% |
| All | +47.8% | +309.0% | -261.2% | +25.1% |
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