+159.7%
GILD vs QSR
+135.2%
+24.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -4.8% | -4.0% | -0.8% | -4.3% |
| 30D | +5.8% | +2.8% | +3.0% | +5.4% |
| 3M | +14.9% | +5.1% | +9.8% | +14.1% |
| 6M | -0.4% | +8.8% | -9.2% | -1.6% |
| YTD | +18.5% | +14.8% | +3.7% | +16.2% |
| 1Y | +25.1% | +25.7% | -0.6% | +21.1% |
| 3Y | +105.9% | +27.5% | +78.4% | +97.9% |
| 5Y | +143.0% | +41.3% | +101.7% | +129.8% |
| All | +159.7% | +135.2% | +24.5% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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