+48.2%
GSK vs QID
-80.2%
+128.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.4% | -0.9% |
| 7D | -5.4% | +2.7% | -8.2% | -5.2% |
| 30D | -4.6% | +3.3% | -7.9% | -4.4% |
| 3M | -5.1% | -5.5% | +0.4% | -5.4% |
| 6M | -11.4% | -28.4% | +17.0% | -13.5% |
| YTD | +0.7% | -26.6% | +27.3% | -1.4% |
| 1Y | +23.0% | -34.1% | +57.2% | +19.5% |
| 3Y | +48.0% | -73.7% | +121.7% | +34.1% |
| 5Y | +48.2% | -80.7% | +128.9% | +32.0% |
| All | +48.2% | -80.2% | +128.4% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling