-11.2%
QLD vs GSK
+1.7%
-12.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.9% | +4.3% |
| 7D | -1.2% | -1.1% | -0.1% | -1.6% |
| 30D | -15.7% | +7.8% | -23.6% | -13.4% |
| 3M | -10.0% | +0.3% | -10.3% | -9.3% |
| 6M | -11.2% | +3.4% | -14.7% | -8.5% |
| All | -11.2% | +1.7% | -12.9% | -8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling