+60.3%
GSK vs QS
-62.6%
+123.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | +0.5% |
| 7D | +1.1% | -14.0% | +15.2% | +1.2% |
| 30D | +6.3% | -6.4% | +12.7% | +6.4% |
| 3M | +1.8% | -40.3% | +42.1% | +1.9% |
| 6M | +1.7% | -57.5% | +59.2% | +1.8% |
| YTD | +6.5% | -64.7% | +71.2% | +6.7% |
| 1Y | +9.5% | -72.9% | +82.4% | +9.8% |
| 3Y | +65.3% | -33.5% | +98.8% | +64.5% |
| 5Y | +43.7% | -90.5% | +134.2% | +41.6% |
| All | +60.3% | -62.6% | +123.0% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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