+12.7%
QLD vs GSK
+9.5%
+3.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.9% | +4.6% |
| 7D | -1.2% | -1.1% | -0.1% | -1.3% |
| 30D | -15.7% | +7.8% | -23.6% | -15.1% |
| 3M | -10.0% | +0.3% | -10.3% | -9.6% |
| 6M | -11.2% | +3.4% | -14.7% | -11.3% |
| YTD | +16.4% | +5.9% | +10.4% | +15.7% |
| 1Y | +12.7% | +8.2% | +4.4% | +11.5% |
| All | +12.7% | +9.5% | +3.1% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling