+59.5%
GSK vs QS
-60.6%
+120.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.8% | +7.9% | +0.1% |
| 7D | +0.5% | -5.6% | +6.1% | +0.5% |
| 30D | +9.4% | -5.8% | +15.3% | +9.5% |
| 3M | +1.6% | -39.2% | +40.8% | +1.7% |
| 6M | +1.3% | -53.9% | +55.2% | +1.4% |
| YTD | +6.0% | -62.8% | +68.8% | +6.2% |
| 1Y | +9.1% | -73.5% | +82.6% | +9.4% |
| 3Y | +65.4% | -29.1% | +94.5% | +64.6% |
| 5Y | +43.0% | -90.0% | +133.0% | +40.9% |
| All | +59.5% | -60.6% | +120.1% | +62.3% |
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