+1,569.6%
QQQ vs GSK
+154.6%
+1,415.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +1.0% |
| 7D | +1.5% | -4.2% | +5.7% | +3.2% |
| 30D | -0.6% | -7.5% | +6.9% | +2.2% |
| 3M | +0.4% | -3.3% | +3.7% | +1.1% |
| 6M | +20.1% | -9.3% | +29.4% | +23.5% |
| YTD | +17.2% | +1.6% | +15.6% | +14.7% |
| 1Y | +24.7% | +25.5% | -0.8% | +11.5% |
| 3Y | +96.2% | +49.3% | +46.9% | +58.2% |
| 5Y | +94.4% | +46.7% | +47.7% | +54.7% |
| 10Y | +556.7% | +76.8% | +479.9% | +372.9% |
| All | +1,569.6% | +154.6% | +1,415.0% | +826.3% |
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