+146.7%
GSK vs QID
-100.0%
+246.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -2.0% |
| 7D | -1.8% | -0.6% | -1.2% | -2.0% |
| 30D | -2.2% | 0.0% | -2.2% | -2.1% |
| 3M | -1.8% | +3.7% | -5.5% | -0.6% |
| 6M | -10.6% | -29.9% | +19.2% | -16.5% |
| YTD | +4.4% | -28.8% | +33.2% | -2.1% |
| 1Y | +30.4% | -37.2% | +67.6% | +19.3% |
| 3Y | +60.1% | -73.7% | +133.8% | +24.4% |
| 5Y | +46.8% | -80.7% | +127.5% | +13.6% |
| 10Y | +79.2% | -99.1% | +178.3% | -30.8% |
| All | +146.7% | -100.0% | +246.6% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling