+1,418.0%
QLD vs GSK
+101.6%
+1,316.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +5.5% |
| 7D | -1.4% | +4.9% | -6.3% | -3.9% |
| 30D | -19.6% | +10.8% | -30.4% | -24.3% |
| 3M | -14.1% | -1.8% | -12.3% | -13.9% |
| 6M | -13.6% | +4.1% | -17.7% | -17.3% |
| YTD | +12.5% | +7.9% | +4.7% | +3.9% |
| 1Y | +13.1% | +14.4% | -1.3% | +0.4% |
| 3Y | +154.7% | +68.1% | +86.6% | +58.8% |
| 5Y | +81.1% | +47.7% | +33.4% | +21.7% |
| 10Y | +1,418.0% | +100.5% | +1,317.5% | +711.9% |
| All | +1,418.0% | +101.6% | +1,316.4% | +711.9% |
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