+9,127.5%
QLD vs GSK
+144.3%
+8,983.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.3% | +1.9% |
| 7D | +0.6% | -1.8% | +2.4% | +2.1% |
| 30D | -0.1% | -2.2% | +2.0% | +1.3% |
| 3M | -8.4% | -1.8% | -6.5% | -8.8% |
| 6M | +32.2% | -10.6% | +42.8% | +41.4% |
| YTD | +28.9% | +4.4% | +24.5% | +18.6% |
| 1Y | +43.8% | +30.4% | +13.4% | +6.6% |
| 3Y | +176.6% | +60.1% | +116.5% | +53.2% |
| 5Y | +121.6% | +46.8% | +74.8% | +27.5% |
| 10Y | +1,652.9% | +79.2% | +1,573.7% | +717.9% |
| All | +9,127.5% | +144.3% | +8,983.2% | +2,719.7% |
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 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