+13.1%
GSK vs QSR
+23.8%
-10.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.5% | -0.4% | +3.2% |
| 7D | +4.9% | +5.2% | -0.2% | +3.2% |
| 30D | +9.9% | +12.2% | -2.3% | +6.0% |
| 3M | +0.2% | +7.0% | -6.9% | -2.1% |
| 6M | +2.3% | -0.3% | +2.6% | +1.3% |
| YTD | +7.1% | +18.0% | -10.9% | -0.2% |
| 1Y | +13.1% | +22.6% | -9.5% | +3.3% |
| All | +13.1% | +23.8% | -10.7% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling