+57.1%
GSK vs QS
-44.4%
+101.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | -1.8% | -2.3% | +0.5% | -1.8% |
| 30D | -2.2% | -0.7% | -1.4% | -2.2% |
| 3M | -1.8% | -39.6% | +37.8% | -1.7% |
| 6M | -10.6% | -21.7% | +11.1% | -10.6% |
| YTD | +4.4% | -47.4% | +51.8% | +4.5% |
| 1Y | +30.4% | -28.4% | +58.8% | +30.3% |
| 3Y | +60.1% | -22.6% | +82.7% | +59.2% |
| 5Y | +46.8% | -75.6% | +122.4% | +45.5% |
| All | +57.1% | -44.4% | +101.5% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling