+131.7%
QSR vs GPC
+87.0%
+44.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -4.7% | -1.8% | -2.9% | -4.0% |
| 30D | +4.3% | +0.1% | +4.2% | +4.2% |
| 3M | +5.4% | +37.4% | -31.9% | -7.3% |
| 6M | +8.2% | +25.4% | -17.3% | -1.9% |
| YTD | +14.1% | +12.2% | +2.0% | +6.8% |
| 1Y | +28.1% | -0.3% | +28.4% | +25.7% |
| 3Y | +25.3% | -1.6% | +26.9% | +19.2% |
| 5Y | +40.4% | +31.0% | +9.4% | +14.2% |
| All | +131.7% | +87.0% | +44.6% | +47.1% |
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