+40.4%
QSR vs GPC
+29.3%
+11.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -4.7% | -1.8% | -2.9% | -4.2% |
| 30D | +4.3% | +0.1% | +4.2% | +4.2% |
| 3M | +5.4% | +37.4% | -31.9% | -3.8% |
| 6M | +8.2% | +25.4% | -17.3% | +0.9% |
| YTD | +14.1% | +12.2% | +2.0% | +8.5% |
| 1Y | +28.1% | -0.3% | +28.4% | +26.3% |
| 3Y | +25.3% | -1.6% | +26.9% | +20.6% |
| 5Y | +40.4% | +31.0% | +9.4% | +14.2% |
| All | +40.4% | +29.3% | +11.0% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling