+7,256.1%
QLD vs GSK
+146.9%
+7,109.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.4% | -11.3% | -11.5% |
| 7D | -18.6% | +3.6% | -22.1% | -20.9% |
| 30D | -28.3% | +8.2% | -36.5% | -33.3% |
| 3M | -20.4% | -1.2% | -19.2% | -20.9% |
| 6M | -14.3% | +1.9% | -16.2% | -18.5% |
| YTD | +2.8% | +5.5% | -2.8% | -7.3% |
| 1Y | -1.2% | +11.8% | -13.0% | -15.6% |
| 3Y | +135.3% | +64.5% | +70.8% | +26.5% |
| 5Y | +62.6% | +41.9% | +20.7% | -3.5% |
| 10Y | +1,384.3% | +105.1% | +1,279.2% | +492.5% |
| All | +7,256.1% | +146.9% | +7,109.3% | +2,103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling