+105.2%
GSK vs QID
-99.0%
+204.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.9% |
| 7D | +1.1% | -7.1% | +8.3% | +0.2% |
| 30D | +6.3% | +12.6% | -6.3% | +8.3% |
| 3M | +1.8% | +14.2% | -12.4% | +3.9% |
| 6M | +1.7% | +6.2% | -4.5% | +3.0% |
| YTD | +6.5% | -21.8% | +28.3% | +3.6% |
| 1Y | +9.5% | -23.1% | +32.6% | +6.3% |
| 3Y | +65.3% | -71.3% | +136.6% | +40.7% |
| 5Y | +43.7% | -77.0% | +120.7% | +25.1% |
| All | +105.2% | -99.0% | +204.3% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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