+1,351.8%
QLD vs GSK
+103.4%
+1,248.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -10.3% | +1.7% | -11.9% | -11.0% |
| 30D | -26.1% | +7.0% | -33.1% | -29.1% |
| 3M | -17.8% | -2.7% | -15.1% | -17.2% |
| 6M | -15.6% | +1.4% | -17.0% | -18.0% |
| YTD | +5.4% | +5.3% | 0.0% | -1.5% |
| 1Y | +5.2% | +10.6% | -5.4% | -4.8% |
| 3Y | +139.4% | +62.6% | +76.9% | +52.5% |
| 5Y | +66.7% | +41.7% | +25.0% | +15.6% |
| All | +1,351.8% | +103.4% | +1,248.4% | +669.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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