+160.5%
GILD vs QS
-46.4%
+206.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | -4.8% | -3.6% | -1.2% | -4.8% |
| 30D | +5.8% | -17.2% | +23.0% | +6.0% |
| 3M | +14.9% | -27.0% | +41.9% | +15.2% |
| 6M | -0.4% | -24.6% | +24.2% | -0.2% |
| YTD | +18.5% | -49.3% | +67.9% | +19.2% |
| 1Y | +25.1% | -40.3% | +65.5% | +25.4% |
| 3Y | +105.9% | -23.8% | +129.7% | +103.6% |
| 5Y | +143.0% | -75.0% | +217.9% | +139.9% |
| All | +160.5% | -46.4% | +206.9% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling