+1,502.1%
QLD vs GSK
+105.0%
+1,397.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | +7.0% | +1.1% | +5.9% | +6.4% |
| 30D | -14.3% | +6.3% | -20.7% | -17.4% |
| 3M | -16.0% | +1.8% | -17.8% | -17.5% |
| 6M | -14.2% | +1.7% | -15.9% | -16.7% |
| YTD | +12.8% | +6.5% | +6.2% | +4.8% |
| 1Y | +14.1% | +9.5% | +4.6% | +4.0% |
| 3Y | +146.0% | +65.3% | +80.7% | +55.0% |
| 5Y | +82.0% | +43.7% | +38.3% | +25.1% |
| All | +1,502.1% | +105.0% | +1,397.2% | +752.3% |
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