+204.1%
QSR vs GPC
+89.6%
+114.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | +2.4% | +1.2% | +1.2% | +1.9% |
| 30D | +7.6% | +6.0% | +1.7% | +5.0% |
| 3M | +12.6% | +42.6% | -30.0% | -3.1% |
| 6M | +14.4% | +22.8% | -8.4% | +4.2% |
| YTD | +19.6% | +15.5% | +4.2% | +10.3% |
| 1Y | +33.9% | +2.0% | +31.8% | +30.0% |
| 3Y | +27.1% | -1.4% | +28.5% | +20.8% |
| 5Y | +48.5% | +30.6% | +17.9% | +20.2% |
| 10Y | +126.2% | +80.6% | +45.6% | +43.2% |
| All | +204.1% | +89.6% | +114.5% | +82.6% |
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