+140.9%
QSR vs GPC
+74.9%
+66.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -2.9% | +0.4% | -3.4% | -3.1% |
| 30D | +4.1% | -6.3% | +10.4% | +6.7% |
| 3M | -0.7% | -8.2% | +7.5% | +2.5% |
| 6M | +0.4% | +27.1% | -26.6% | -9.4% |
| YTD | +13.5% | +3.1% | +10.4% | +9.5% |
| 1Y | +11.0% | +0.1% | +10.9% | +8.4% |
| 3Y | +22.0% | +0.2% | +21.8% | +15.0% |
| 5Y | +57.1% | +4.9% | +52.2% | +40.6% |
| All | +140.9% | +74.9% | +66.0% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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