+27.5%
QSR vs GWRE
+50.1%
-22.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -4.0% | -13.2% | +9.2% | -2.6% |
| 30D | +2.8% | -18.6% | +21.3% | +4.4% |
| 3M | +5.1% | +18.9% | -13.8% | +2.3% |
| 6M | +8.8% | -11.0% | +19.8% | +8.4% |
| YTD | +14.8% | -29.9% | +44.7% | +17.1% |
| 1Y | +25.7% | -44.3% | +70.1% | +31.6% |
| 3Y | +27.5% | +51.7% | -24.1% | +9.8% |
| All | +27.5% | +50.1% | -22.6% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling