+100.8%
GILD vs QSR
+205.8%
-105.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -4.8% | -4.0% | -0.8% | -4.1% |
| 30D | +5.8% | +2.8% | +3.0% | +5.3% |
| 3M | +14.9% | +5.1% | +9.8% | +13.9% |
| 6M | -0.4% | +8.8% | -9.2% | -1.9% |
| YTD | +18.5% | +14.8% | +3.7% | +15.5% |
| 1Y | +25.1% | +25.7% | -0.6% | +19.9% |
| 3Y | +105.9% | +27.5% | +78.4% | +95.4% |
| 5Y | +143.0% | +41.3% | +101.7% | +125.7% |
| 10Y | +162.4% | +133.8% | +28.6% | +113.4% |
| All | +100.8% | +205.8% | -105.0% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling