+150.2%
GSK vs QID
-100.0%
+250.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -2.2% |
| 7D | -1.1% | -1.1% | +0.1% | -1.1% |
| 30D | +7.8% | +14.4% | -6.6% | +11.2% |
| 3M | +0.3% | +6.7% | -6.4% | +2.1% |
| 6M | +3.4% | +2.6% | +0.9% | +4.8% |
| YTD | +5.9% | -24.2% | +30.1% | +1.0% |
| 1Y | +8.2% | -22.3% | +30.5% | +3.9% |
| 3Y | +65.3% | -72.0% | +137.3% | +30.3% |
| 5Y | +43.3% | -78.2% | +121.5% | +14.4% |
| 10Y | +102.9% | -99.1% | +202.0% | -20.7% |
| All | +150.2% | -100.0% | +250.1% | -54.0% |
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 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