+188.9%
QSR vs GPC
+68.7%
+120.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -3.9% | -1.3% | -2.6% | -3.4% |
| 30D | +5.9% | -6.0% | +11.9% | +8.5% |
| 3M | +1.7% | -7.6% | +9.3% | +4.8% |
| 6M | -1.9% | +24.2% | -26.1% | -10.9% |
| YTD | +13.6% | +2.7% | +10.9% | +9.7% |
| 1Y | +13.1% | +0.2% | +13.0% | +10.3% |
| 3Y | +21.8% | -0.8% | +22.6% | +15.2% |
| 5Y | +57.2% | +4.4% | +52.8% | +40.7% |
| 10Y | +138.5% | +74.5% | +64.0% | +50.6% |
| All | +188.9% | +68.7% | +120.2% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling