+21.8%
GSK vs Q
+77.9%
-56.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.9% | -4.5% | +2.7% |
| 7D | +4.9% | +8.4% | -3.5% | +5.3% |
| 30D | +10.8% | -1.2% | +12.0% | +10.9% |
| 3M | -1.8% | -9.3% | +7.5% | -1.8% |
| 6M | +4.1% | -15.0% | +19.1% | +3.8% |
| YTD | +7.9% | +53.5% | -45.6% | +4.8% |
| 1Y | +14.4% | +35.9% | -21.4% | +12.6% |
| All | +21.8% | +77.9% | -56.0% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 5y: compounded portfolio wealth divided by compounded Q 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…
5y analysis · Full analysis span regression · 6 months rolling