+191.9%
QSR vs GWRE
+189.5%
+2.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -4.0% | -13.2% | +9.2% | -1.1% |
| 30D | +2.8% | -18.6% | +21.3% | +6.4% |
| 3M | +5.1% | +18.9% | -13.8% | -0.6% |
| 6M | +8.8% | -11.0% | +19.8% | +8.2% |
| YTD | +14.8% | -29.9% | +44.7% | +20.2% |
| 1Y | +25.7% | -44.3% | +70.1% | +39.0% |
| 3Y | +27.5% | +51.7% | -24.1% | +3.4% |
| 5Y | +41.3% | +15.4% | +25.8% | +21.4% |
| 10Y | +133.8% | +129.4% | +4.4% | +50.8% |
| All | +191.9% | +189.5% | +2.4% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling