+48.2%
GSK vs QSR
+40.5%
+7.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -3.5% | -4.0% | +0.5% | -2.5% |
| 30D | -3.4% | +2.8% | -6.2% | -4.2% |
| 3M | -8.1% | +5.1% | -13.2% | -9.4% |
| 6M | -11.1% | +8.8% | -19.9% | -13.3% |
| YTD | +0.7% | +14.8% | -14.1% | -3.3% |
| 1Y | +20.1% | +25.7% | -5.6% | +12.4% |
| 3Y | +46.1% | +27.5% | +18.6% | +34.1% |
| All | +48.2% | +40.5% | +7.7% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling