+51.6%
GSK vs QS
-46.4%
+98.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | -3.5% | -3.6% | +0.1% | -3.5% |
| 30D | -3.4% | -17.2% | +13.8% | -3.4% |
| 3M | -8.1% | -27.0% | +18.8% | -8.1% |
| 6M | -11.1% | -24.6% | +13.4% | -11.1% |
| YTD | +0.7% | -49.3% | +50.1% | +0.8% |
| 1Y | +20.1% | -40.3% | +60.5% | +20.1% |
| 3Y | +46.1% | -23.8% | +69.9% | +45.3% |
| 5Y | +48.2% | -75.0% | +123.2% | +47.1% |
| All | +51.6% | -46.4% | +98.0% | +54.2% |
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