+121.0%
QLD vs GSK
+48.0%
+73.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.3% | +0.8% |
| 7D | +0.6% | -1.8% | +2.4% | +1.0% |
| 30D | -0.1% | -2.2% | +2.0% | +0.3% |
| 3M | -8.4% | -1.8% | -6.5% | -8.4% |
| 6M | +32.2% | -10.6% | +42.8% | +35.5% |
| YTD | +28.9% | +4.4% | +24.5% | +25.7% |
| 1Y | +43.8% | +30.4% | +13.4% | +30.0% |
| 3Y | +176.6% | +60.1% | +116.5% | +121.2% |
| All | +121.0% | +48.0% | +73.0% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling