+1,520.2%
QLD vs GSK
+102.0%
+1,418.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.9% | +5.3% |
| 7D | -1.2% | -1.1% | -0.1% | -0.5% |
| 30D | -15.7% | +7.8% | -23.6% | -19.5% |
| 3M | -10.0% | +0.3% | -10.3% | -10.9% |
| 6M | -11.2% | +3.4% | -14.7% | -14.8% |
| YTD | +16.4% | +5.9% | +10.4% | +8.5% |
| 1Y | +12.7% | +8.2% | +4.4% | +3.4% |
| 3Y | +152.3% | +65.3% | +87.0% | +58.7% |
| 5Y | +91.8% | +43.3% | +48.5% | +31.8% |
| 10Y | +1,520.2% | +102.9% | +1,417.3% | +762.3% |
| All | +1,520.2% | +102.0% | +1,418.3% | +762.3% |
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