+151.7%
GSK vs QID
-100.0%
+251.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +1.1% |
| 7D | +1.1% | -7.1% | +8.3% | -0.3% |
| 30D | +6.3% | +12.6% | -6.3% | +9.3% |
| 3M | +1.8% | +14.2% | -12.4% | +5.1% |
| 6M | +1.7% | +6.2% | -4.5% | +3.7% |
| YTD | +6.5% | -21.8% | +28.3% | +2.3% |
| 1Y | +9.5% | -23.1% | +32.6% | +4.8% |
| 3Y | +65.3% | -71.3% | +136.6% | +31.0% |
| 5Y | +43.7% | -77.0% | +120.7% | +16.1% |
| 10Y | +104.1% | -99.0% | +203.2% | -19.7% |
| All | +151.7% | -100.0% | +251.7% | -53.4% |
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